I haven't, but might. The fog lights on the HD ZR2 are not that great in terms of light output. The standard 1500 ZR2 has much better fog lights in terms of output and distance to the side.
I have an HD Bison. The front lights are installed in mine, but I am not impressed. The rear AEV bumper has two openings, but they look like they are small and a typical 3x3 cube would not fit in there. I too am waiting to see if anyone has added better lights, such as Baja Designs, Rigid, or Diode Dynamics. I asked my dealer if AEV had provided any info on adding items to their bumpers, or offered upgraded lights to buy. Nothing from AEV so far.