This may seem strange, but I was able to tie the screw to the tool tip using thread. I tied a knot around the screw and wound the thread around the screw and the shaft of the t-20 tool to get it started.

The screw where the loop broke off is another issue. I am currently looking for a small flexible (plastic washer that will be able to apply pressure where the loop broke.)

Edit:

OK, bulb is in and works. Now the passenger side. From the look of it, it will be much easier - after the air cleaner is removed.

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2006 X5 Sport 4.4i