Ah I wish I had known about this! I lived in Aberdeen for 7 years and, as a lover of Lemmings when I was younger, I would have loved to check this out during one of the many times I drove through Dundee. Very cool.
They're a fairly recent addition. They were originally supposed to be on the side of the original (bright pink) DMA office (along with a blue plaque) but the current owner didn't want them :(