Do the headlights have a breather hole? I know the turn signals do. When I put after market turn signals on, one fogged up. I opened up the vent with a drill bit and that took care of the problem.
I don't think you want to open the light housing to more moisture by drilling any holes. Sometimes the gaskets don't seat right when you put the bulbs in. You need to remove it and check the seams for cracks then seal them with silicone.