I have a 2003. I have felt this screw with my finger. You have to squeeze your finger in between the frame of the sunroof and the headliner. Its a screw bouncing around.

You either remove the headliner to tighten it or put a dab of glue on your finger and hold it there until it dries. Otherwise you will get it on the sun roof cover when you remove your finger.

I believe the pano roof issue is a different problem

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2003 X5 3.0i E53