Xenon "bulbs" don't exist...the ones that you are referring to are merely ISO Halogen bulbs with "more" Xenon added to it. Xenon is part of the Halogen group on the periodic table of elements.
The way Xenon lights work is they have a step down transformer that decreases the amps to pump up the voltage. Also, the lights on those BMW's are not actually bulbs but they are ONE COMPLETE UNIT with Xenon gas inside it. With the high voltage, it causes a spark inside the housing filled with the gas. (think of a spark pulg inside the housing) When the spark is initiated, the spark energy excites the electrons of the Xenon gas thus emitting a bright bright light.
So meaning if you want Xenon for the B15, you'll need the housing, the transformer, and the whole works...not worth it.
I find that those headlights on the B15 is pretty bright already, or maybe its just because they are new and clean. I've actually had people flash at me thinking that I have high beams on (I aim my lights myself). I just flash back though
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Clean corners?!! Why bother?!!