Fortunately Peter MMC dialled out the BCU headlamp bulb monitoring on the 3.7 Roadster, assuming it would have been there for Mustang etc. So I had no hassles installing my LED conversion.
I guess the BMW monitoring you have was not tweaked similarly.
I did drop the headlamp fuse values though to reflect the lower current draw, each element (L/R, main/dip) being fused independantly.