Yes, I forgot about the lenses with round depressions in them.

Structure, it sounds like samiam has what you're looking for. When installing, you will have to take the cap off of your US headlight connectors and move the pins around inside to match the Euro light connection pinout. If samiam can't provide the pinout information, I will try to find the time to look at the connector on my 240D so you will know which wire to put where.

Good luck,