Our gauges have a tendency to fog up at times, like at sunset on a humid day. Leaving the background bulbs as incandescent provide just enough heat to (sometimes) defog the lens. LED bulbs would not do that. If your background is not quite bright you should look for BA7 bulbs of 7 or 9 watt to kick them up a notch. LED background bulbs will be brighter, if that is really what you’re after, and maybe they might not fog up, anyway.
There are two or three background lamps per gauge, and every other indicator light you see has it’s own bulb. The indicators can be replaced with LED bulbs, just get the LED bulbs for each in the color that you see from that location: red for red, green for green, etc.
You should not need relays or any other assists for any of these bulbs to work as LEDs.