I was checking some posts out there and it seems that HIDs have a
capacitor which stays charged similar to a TV. Even if you pull the
battery it will still stay charged. One person recommended pulling the
battery and letting it sit overnight to drain the capacitor as well as
using rubber gloves.

Anyone else have suggestions?

I asked a few in another Honda forum and they believe that Honda puts
this notice in for liability reasons because if someone leaves the
lights on while changing the light, they will get a shock. You can
also disconnect the battery if you are a bit paranoid. Let us know how
you make out.