Perfect timing - my 'Check Side Light' message appeared this week....its the Angel eye bulb. Nothing in Bentley, and couldn't find a video earlier this week for the 00-06 X53 with the Xenon HID bulbs.
Found the bulb on ebay for lowest price vs Amazon and places like BAV.
But also see LED bulbs that are as cheap - but I guess I'd need 2 of those.