Thanks to all of you for the useful advice. Today I check the stoppers and all the two stoppers located above the headlights (item 21 in the diagram) are there without problem. Finally I solved the clicking problem which has been haunting me for more than half year. Guess what? It is the small stopper located on the hood hinge, it looks like a small screw with hex head. I adjusted the screw to a bit higher position and closed the hood, then I drove my x out for trial, the clicking sound went away completely. Oh my god! I finally solved the problem. I am so happy now!!!

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--2004 E53 X5 4.8is - ECE version; right hand drive; Located in Hong Kong; ext. black sapphire metallic; int. leather black; adaptive dynamic bi-xenon headlights; 16:9 onboard monitor w/o navigation; 20" genuine BMW Y-spoke 214 wheels with Bridgestone Dueler H/P Sport tires; Int. rear view mirror w/ compass.