There are 5 small bulb in the back of the Instrument cluster i had the same problem before you just have to remove the cluster and change the bulb and these bulb are not cheap.The part number is
62111391260. You can try this
DIY LINK REMEMBER TO DISCONNECT THE NEGITIVE BATTERY TERMINAL BEFORE YOU START TO AVOID THE ANNOYING AIRBAG LIGHT
BMW TIS - 62 21 000 Removing and installing complete instrument carrier