It is not impossible to remove the headlights with the bumper on the car (I only know for the pre-facelift). There are two screws on the back of the headlight that allow to slide the unit forward and off the bottom bracket. On the RH side this is easier if you remove the air filter housing (but still possible leaving it in). I am halfway through a headlight swap and will finish up today.

First time I swapped the headlights, I took the bumper off. After that I had some problems with the ABS module which lives behind the LH headlight and it was too much trouble to undo the bumper each time I had to get in there. So, Yesterday I installed a replacement ABS module and decided to put my modded headlights back in as well. Got interrupted while doing the wiring for the new AE rings and need to finish it up today.

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2003 4.4i black ext./black int./black headliner (kid's runabout)
2014 535d X-drive, M package, silver/black interior

Sold but not forgotten:
2009 E70 35d, black ext./black int./black headliner (sold 2021)
2006 4.8iS Le Mans blue/cream int./black headliner, SOLD in 2012 sadly...

Other hardware:
2015 Cayenne S (wife's new DD and definitely wroooommmmm)
2016 Tundra 1794 edition crew cab, luxo hauler
2005 Tundra crew cab, weekend hauler. Sold after 150k very happy miles.