I've done this a few times and replaced the original painted cover piece. There are three versions available: base painted, black plastic and chrome plated. Check which one is currently the cheapest if you plan to use just the core with original painted cover. They are connected with visible plastic tabs, two in the middle and one on each end. You have to pry and keep them open with for example pieces of plastic card. Then there are two glued points between lights and screw holes. When removing think it like a rolling motion while prying and separating the glued points while keeping the plastic tabs free at the same time.

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E39 530dA -02 M-Sport Messing metallic
E53 X5 3.0dA -06 Sport Stratus grey
E70 X5 40d -12 M-Sport Space grey