I own 06 750li and had same issue. I know everyone here is talking about taking the bumper of to replace the bulb but infact I didn't have to do all that. I found it was faster to take out the air filter intake (I think that's what's it called) thing and once the whole thing was out I just open the light over from the back and counter clockwise the socket and i had the bulb in my hand. Thought I would share this it took me 15min to do all this. I didn't take the picture as I was in a rush and sort of first timer so was more worried about everything else then making a video. Maybe next time. I paid $100 for OEM Sylvania HID at autozone for the bulb. Stealership was charging $250 for the labor.
Thank you to everyone posting on this blog it has save me alot of money. Hope this helps.