Well digging up an old thread, but done mine today.
I ordered a kit I had on my e46, and was a slimline 6000k 35w can bus pro kit, but what came was a brick size ballast with 4300k bulbs (with a 6k sticker lol) so was not happy!
Decided to give the kit a go, well until I get my slimline ones through. Bulbs went in ok, and you don't need any special holders like you do in the e46. Ballasts would not fit in the headlight, and not sure if the mini ones would, well with the headlight adjusting itself every now and then. So mounted the ballast on the back of the plastic access piece that comes off. Not ideal but not much room to play with. On the drivers side there is the washer bottle, so had to put it next to that, as the panel would not close. What I had to do was drill the back panel on the headlight, well to get the wires in obviously. Did not want to but had no choice really, but if I can fit the new slimline ballast in the headlight, then I will buy a couple more and stick them on.
I have got some pics, but not uploaded them yet.
Light is amazing, and no one has tried to kill me for blinding them

And the beam is spot on IMO.