I did not know that a similar earlier thread existed for the H7 bulb change (yes I had searched for it!). I had started a new thread on it a few weeks ago and finally found out the way to change it the hard way and wrote a little summary. I am posting a link to that here so that it will probably help others. There seems to be two sorts of H7 bulb holder/bracket in BMW 3 series, one with a clip (easier sort) and the other where the H7 actually wedges in the bracket and can only be dislodged by pushing the connector upwards (and in some stuck cases by jiggling it sideways). I'll post the link here any way.
http://www.e90post.com/forums/showthread.php?t=250374