I have the same problem.

Heres the solution/what causes the problem.

The HID ballasts have very little resistance. The CANBUS system look for that resistance and when it cant find it, it pulses current and voltage hunting for it. This causes the bulb to stay in a warm up stage, since the ballast doesnt have steady voltage to light the bulb off. If you dont fix it, the ballast will eventually fail

you need these
HID Kits, BMW Aftermarket Bumpers & Lighting, DEPO - DDM Tuning

I've found these guys to have the best prices and quality, as they own the factory that makes the HIDs