My BMW part advisor said I need to buy the socket housing to get the sockets. That's an $80 socket housing to get a $2 bulb holder socket.
I'm positive the bulb holder socket is part number 63258389736, item number 4 here (Mini Cooper part):
http://www.allminiparts.com/showAsse...sembly=v_r_240
I've asked him to order it. We shall see when it arrives...