How do I swap the nozzles

Although converting the fuel in a typical barbecue is very simple it can create a very dangerous problem if done incorrectly. Many bbq companies do not permit fuel conversions because done with a know-it-all attitude instead of getting experienced, licensed assistance can be dangerous.
The "nozzles" are the gas orifices and the orifices have a small hole drilled to limit the maximum amount of gas flow into the burners. The orifices are almost always threaded to the tip of the control valve where the valve inserts into the burner venturi tube. Occasionally the valve will have an extension gas line between the tip of the control valve and the burner and in this instance the orifice will be at the end of the gas line where the gas connection slides into the burner.
This is the same in side burner range tops but in a side burner the orifice can usually be accessed by lifting the round shield and burner on the top of the side burner instead of following the gas line from the valve.