Hi, I brought my Doblo 1.4 to Spain in 2011. I had it fully converted to Spanish plates and yes you have to change head lamps. I went to a local Fiat dealer here in Spain and bought the headlamps and they fitted them also for alignment. You cannot use deflectors it will fail the ITV (MOT) test.
Also if you have only one reverse lamp you will have to change sides. I just added a wire to the original UK lamp and carried it across to the left side and wired it in and fitted the bulb. The rear light cluster has fitting for both sides so you do not need new cluster.