Sadly (or luckily depending on how you look at it) I spend a good deal of time at my local BMW store picking up parts, talking to techs, etc. that I can walk into the service bay and see/help w/ my vehicles when they're being worked on and it's slow.

Yesterday, I was helping change out my left headlight assembly (under warranty) and the tech that works on my BMWs told my about an experience similar to yours.

It was a 5-series w/ Xenons that had one headlight going on and off. The tech swapped the ballasts and igniters from one side to the other, and then both lights start going on and off. Long story short (to include going through a PUMA case)--it was the Xenon bulbs themselves. Once replaced, everything worked fine. Hope this helps--Good Luck.