OK, I'm back.
Firstly, my experience is with the Scenic II, but I would assume the Megane II will be similar or the same.
The front and rear trims (don't have to remove the bumper) are held in place by clips all the way around the edge of the trim at about 100mm intervals. You have to careful not to break the clips when you remove the trim. I managed to get them all off only breaking one clip in the process! This made no difference as there were enough clips left to hold the trim securely in position. Advise from Paul (AKA VelSatisfied) is that you can use a product called 'Tiger Seal' to glue the trim back on if you break too many clips.
You can work entirely from the outside of the car gently prising the trim away from the bumper. As you pull the trim away from the bumper you will see the clips. Some of them will just unclip, others I found I had to use a small flat bladed screwdriver to help release the 'tab' in the centre of the clip. If you need to get something under the trim to help prise it away, take care to to damage the bumper and/or the trim. I managed to get all the trim off with just my hands and a small screwdriver to release a few clips as previously described.
If you can get behind the bumper, it makes releasing the clips a little easier, but don't start taking your car apart to gain access, you really can do it all from the outside.
If you come across any fixings like these:
you will need to get access to behind them. As long as you can get your hand behind, push out the centre of the fixing and this will release the outer part and the whole fixing can then be withdrawn.
The only extras I had to remove from the Scenic were the rear lights, which was easy as you have to do this to replace bulbs.
A word on the colour. If you look at this:
you will see that the parking sensors look a different colour. They were in fact painted at the same time as the rest of the trim with the same can of paint!
Originally they were black. I removed the trim and then removed the sensors from the trim. The trim was prepared and painted with 2 coats of colour. The sensors were prepared and then painted with one coat of grey primer (they are metal) and two coats of colour. The colour difference must be down to either the the primer colour or the surface texture. Either way it looks good, so I'm not worried!
Final note: You have to go careful not to put too much paint on the sensors, otherwise it will affect their performance.
Hope this helps and good luck!