There have been other threads on the subject, if you do a search...
But from what I have been reading, it is a bit difficult, mainly because the cabling and fittings are different. Some have suggested that a reprogramm of the MMI system is also necessary, or a modification of its settings.
If you are further interested in pursuing this, I found a company on the German ebay site, that makes cabling exactly for what you intend to do. Here.
According to them, you are also obliged by european law to have a headlight washer unit installed when using Xenon headlights, but as long as you can live being unlawful it is not a technical requirement.