Above link is for those of us with Msport style fog lights. I have a similar problem to OP but they are not shattered. One side has a 1" long crack and the other side has a "star" like impact spot and a long crack too. I have found the housings for ~$78 per side. I am trying to understand how to remove the whole assy. I have read several DIY descriptions of light bulb change out but I've going a fair bit deeper than that. The DIY talks about going in through the wheel well liner and also removing the bottom close out cover (well undoing the front corners and pulling it down some is more apt). I see little mesh grills surrounding the front of the lense. Not totally sure how to fully remove the whole assy.
Any thoughts? I have searched on both here and bimmerfest.