BMWERKEN:
>>That waffle lens is actually a cosmetic portion of the headlight. It will not cause any glare issues for oncoming traffic.<<

Don't quite know which is amber and which waffle lenses as English is not my mother language, but bear with me.

I've thought that those lenses are for a specific purpose, to give a certain form for the illuminated area and to spread the light, to give some diffused light beyond the edge.

Removing the waffle lens may not cause any glare issues but it will affect to light figure for sure. I can see this in my 06 ML, it has clear bi-xenon headlights and the edge of the illuminated area and black area is very sharp, so I would expect similar thing after removing the waffles in X5 also.
Any way, I'm also considering doing that to my X