I just got my 330xi, and had to replace 1 of the headlights because it was yellow compared to the other one. I do know that you have to be extra careful of these lamps, not to get any oil from your skin on them. In other words, do not make contact with the bulb when inserting them. Since the lamp gets extremely hot, even the slightest amount of skin oil will cause theme to fail, usually they will explode.
I have had to replace my headlights each several times. The manual says very rarely, if ever will these lights need to be replaced. I went to replace the bulb this weekend and the inside is all melted. It has always been replaced by the dealership in the past. Has anyone else experienced this? At $80 a bulb, this is rediculous!