So I decided to treat myself to a white outline rear sight on my 929 (9mm).
I've just gotten an hour lesson in
"wow, that's kinda of a strange way to do it" But I'm guessing it's rather tried and true, so thank you Brownell's and Larry Potterfield for helping me through this.
First besides the sight blade and the sight base there are 4 other parts. And you think an AR-15 detent spring is small, you ought to see the spring and detent in this rear sight.

Step one is to realize the adjustment screw is sacrificial. If you want change rear blades often then buy the whole rear sight assembly and change those out.
So here's a picture of my the old and new parts. (A tablet makes a handy little tray that lights up so you can see the parts.

In the middle is the new sight blade (face down) with it's adj screw and the little round nut. To the left is the head of the old screw and below it is the plunger. The detent spring is still inside the old screw head. On the right side is the old blade with the remainder of the old screw.
First you turn the adjust screw CW until it binds and then until it breaks. Then carefully slide it out while not letting the plunger and spring get away from you. Replacements do NOT come with the new sight.
Then you drill out the other end of the screw where it's "staked" to the nut. Then the old blade, with the remaining part of the screw slides out and the old nut falls off and you loose it. Actually I found mine after I took the picture. But it too is toast.
Put new screw in the new blade and insert into slot. Put spring and detent in hole and slide further in. Screw nut on the left side until it binds, then back off 1/4 turn. The end of the screw is hollow. Using a center punch, stake/flare the end of the screw to bind it to the nut. Now the nut and screw turn together. It's recommended you get a little tine spanner bit to hold the nut, but I found it wasn't really needed.
Here's the end of the screw BEFORE stacking.

And after.

Thus ends last night's education. New sight installed. To the range this morning.