this is the EXACT issue I'm having with my 03' 330CI. I recently posted a thread about this because the passenger side xenon went completely dead for a few days. The funny thing is that it went dead during the storm here in Southern CA. But when the storm passed, that xexon is working again.
went to a shop to resolve the problem. He said that an "element socket" was needed. The part itself costs 220.00. With labor, it'll be about $300.00.
Although the xenon is working fine at the moment, this issue has been going on for the past year. It's a ***** to fix a xenon that's currently working, but I know it's bound to fail again.