The only alternatives I have seen involve either removing the warning bulb, or tracing the warning bulb circuit and taking the headlight bulbs out of the loop. This approach might be difficult as I believe the circuit looks at total lighting resistance rather than on a bulb specific circuit (?)
You would need a fairly hefty resistor circuit to make up 40 watts (20 watts per bulb), a little under 2 amps draw. Or you could add a 20 watt load in series with each headlight, but what to use? Hella makes some miniaturized HID driving and fog lamps - If they are rated at 20 watts a pair might. But it might not as the warning lamp circuit seems pretty unforgiving to slight variations in bulb type.
20 watts is not much draw for a useful driving light or auxiliary fan, and too much draw for a resistor to waste as heat. I would just pull the warning bulb and save my alternator the 2 amps draw.
2003 Firemist Red/grey leather SL 500
2015 Palladium Silver/black mbtex GLK 350
1987 Smoke Silver/burgundy mbtex 300E Sportline (SOLD)
Click to see 87 300E