Interestingly I have this on my E85 now. The bulb error light sometimes comes on yet there are no failed bulbs. Seems intermittent too so I am wondering if it only tests when the bulb is active (I have auto lights).
Considering the lights are working I presume this isn't an MOT fail?
I did drive through some very thick snow the other day, wondering if something has got wet as the inside of the windscreen keeps condensing too.