The ones in the bedside lights are already in shades. The sound is right at the limits of my hearing, probably up beyond 15kHz and I can only hear it when I am less than 12 inches from them. If they were in ceiling fixtures I'd never hear them, it is just because you are laying within inches of them in bed that I hear them. Our shades/rooms size mean then can't be any closer away from you.

Also, I can't hear a buzz from all CFLs, only a relatively small subset, unfortunately I can hear it on all the bright ones I've tried. Eryl can't hear it, it is beyond her hearing range.