lefranc, yu have the correct fogs. These are what I got. The exact same kit. (Mine were the yellow glass).
These lights sit recessed when snapped into the bumper and REQUIRE the
OE Fog light trim rings that snap into the slots where the Blanks were attached.
These trim rings will fill the gap that yu see.
Again, these are correct for all 04-07 HL's.
Bepperp's recommendation IS correct.
The trim rings are around $12-18 (dealer)last I checked. Depending on whether yu want the
Chrome hybrid rings or the standard
silver painted ones. They are interchangeable. I like the chrome myself.
LT