The Bilstein heavy duty replacements are really not for a stock vehicle. I tried the HD shocks on a Jeep Cherokee I lifted. I picked them because I had a steel bumper up front that weighed 70+ pounds and had armor and extra steel everywhere. The HD were STILL too stiff and I removed them and went with Old Man Emu which were amazing. I really think you should just try to pull them out and replace with an OEM or comfor variant of the Bilstein or another manufacturer. I seriously doubt that they will become noticeably more comfortable after driving because it's the valving and dampening rates that are just not right for the X5.

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2001 X5 4.4i
2002 Honda S2000