Can anyone tell me if there is anything special I need to be aware of to replace a HID bulb on the Escalade?

I don't know if it's the same as my Denali but the headlamps are "projector" not "HID". Mine takes (4) 9005 bulbs (two on each side). You pull up on two pins and the whole headlamp assembly just pops off. Then you just remove the bulbs from the back of the capsule like any other.

Never touch the glass bulb part with your bare fingers. It will shorten it's life greatly.

Thats right. Touching the glass with bare hands puts oils from your skin on it, when this heats up, it burns little holes in the glass shortening its service life.