Just did this on my e90 335i sedan.
Tried through the hood but it is basically impossible due to the lack of space that makes it so you cannot open the lamp cover. You can do it without taking the wheel off but the lack of space is slightly annoying. Just turn the wheel to whatever side you want to work on.
In the e90, the cover had no screws, just clips. It's easiest to unclip the bottom first, starting with the clip that is unlike the 4 other ones. I found that it was easiest with a flat head screw driver as well. Just stick it in and give it a push being careful not to break the plastic. For the 3 other clips, to get them loose, insert the screw driver all the way into the slot between the clip and cover and if you are doing the bottom clip, push up(top clips push down), to release the clip.
Do not use the screw driver inside the headlight assembly. You can unclip the metal clip on top of the bulb by maneuvering yours fingers to it, then pushing it back and to the outside of whichever side of the car you are at.
When you are done replacing the bulbs and have resecured the metal clip on the hooks that it was previously on, you can replace the assembly cover by starting with the clip on the top(hook them both on first), then pushing it onto the clips on the bottom, ending with the clip that you started with. It will take some force to push it back on so dont be scared if you are pushing but its not clicking.