mazda headlamps are notoriously expensive. i really suggest go for polish only. if opened and not seal correctly, water go in and create tons of problem.

Assuming the dealer 'honestly' will replace the lens(cover), then yes it will take some time to heat and soften the adhesive, carefully pry separate the lens from the back assembly, clean and polish, then reapply adhesive and reassemble.

However that said, most will not open the light unit unless something inside or the lens is wrong or needs an upgrade (eg. add aftermarket projector/DRL, or the reflector has spoilt), and instead mask the surroundings, then sand and polish on the car. A more detailed work will involve removing the light assembly, sand and polish then coat it with plastic compatible lacquer for a more even job.

first time ever i head of cover replacement *doubt*
if got scratch / yellow can be polished, although its not perfect but you wont notice unless you see it from 10cm away.

better make sure the cover is really replaced tho.

the workshop told me the glue is not dried yet... let's see how it's done later...