I looked at various forums to do this and it its not a problem if you have the right CECM. From what I have seen for ease persons usually get the oem bi xenons and using vagcom code it to work properly.
On the other hand, theres the whole cutting lights and wiring in a projector which is more cost effective and more difficult. I would rather get some guys eg trini.retrofits to do that since they are more experienced and have the parts etc. However a few questions came up but I have not gotten a reply from them eg auto leveling, high/low beam shutter.
I am almost certain they get the parts from
www.theretrofitsource.com/They are also on the forums and facebook
http://www.facebook.com/triniretrofits?fref=ts