Click on my the link in my sig. and scroll down my mod list. I have a link on how to paint your fogs for $9, and returns better results than the lamin-x overlays IMO. I used it on my car for a year for replacing the lights with aftermarket Hellas.
Yellow fog lamps are widely available and some are of very high quality. There is no need to overlay anything.
Yellow lamps were mandatory for a long time in certain areas. No white lamps were permitted. In fact visiting cars often used a yellow tint applied with a brush in order to be able to drive on public roads in such areas.
Even today, when white lamps are permitted, there are very good reasons to use yellow lamps for fogs.
For the 2002 WRX contact any Hella dealer and ask for yellow fogs to fit your round buckets. They should be easily able to help.