How do you change an instance to a standalone object?

Hello!

The problem is that I was modeling a pillar of sorts and I decided to make instances so I could get a feel of the location. Now that I am done modeling and texturing it, I would like to do some slight changes to each model. How would I change each instance to its own model so I can edit them separately?

Select the object/U(make single user) Several options

Thank you very much, Fred the second!