Steve~
I had he same problem with my 4-4-0.
Difficult to remember exactly how I did it but I think remove bulb and slide headlight socket back or forward to acces the screw. You may have to loosen or remove the pilot to get to a screw (on boiler bottom) that fastens a bracket that holds smoke unit. Once inside the boiler you can slightly unscrew the smokestack just enough to pull out the smoke unit.
The person that installed the batting did a terrible job, it was all pushed to one side. Once I repositioned it and reassembled, it worked better than new.
Not an easy job but not impossible.
~Bill