This thread was exactly what I was looking for. It would be great if someone identifies each bulb and what type so that we could get the LED bulb replacements individually though getting a set would be much better ofcourse!

Would this be the one we're looking for?

LED All Interior SMD Bulbs Kit 2000-2006 BMW E53 X5 - eBay (item 170488231649 end time Dec-14-10 19:43:50 PST)

I'm not sure if this does not trigger check bulbs on the OBC though