My thoughts were:
- Use a vacuum suction to try and grab it
- Get a double-sided tape on a wire and try to tape it out and grab it.
- Use magnets.
What I ended up using was a $9 19" flexible magnetic pick-up tool I got from a local Harbor Freight (hardware store). At first I tried to pry out the bulb via the Daytime Driving Lights (DRL) bulb hole, but I kept on failing. I realized that when the bulb died it melted the housing area and made it to a shape that the bulb was not able to pass through (in reality, I cannot install a new bulb because the bulb fixture wont stay fixed withing the headlight fixture).
To take out the bulb, I removed the headlight bulb, and pried the bulb using the Magnetic Pick-up tool (can see the two empty bulb slots in the last picture below). It worked.
Pictures for reference.