I just wanted to let everyone know that the wire you want to tap is the grey one, or at least it was on my US-spec 2006 4.8is. Also, make sure to tap it between the two sets of buttons where the wires run underneath the bottom of the steering wheel trim. The LEDs will come on whenever the rest of the dash is illuminated.

Hope that's helpful!

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2003 530i, Silver on Grey, BC Coilovers, Square 9.5" M-Parallels, Gloss Black Roof
2007 328i, Alpine White on Black, Sport/Nav/Premium
SOLD: 2006 X5 4.8is, Lemans Blue on Black