Here's a screen shot from the parts diagram. The plastic clip is part 7 (shown to the side). The special nut is part 6. The special bolt is part 5. It looks like it is pointing to the pulley, but that's not right - it attaches to the moving parts of the regulator (there are two plastic sliders that the motor moves up and down).
Here's a link that includes a photo:
Amazon.com: 2 Genuine BMW Window Regulator Clips for Your BMW E53 X5: Automotive
The clip works like an expanding plastic anchor for drywall - if fits into the hole in the window, and expands when the bolt is tightened, but avoids metal-to-glass contact. I had one vibrate loose, too, so now I use some the weak "removable" locktight on the special nut and bolt.