You ask a very good question which has been raised a few times by others as well. The LUX H8 V3 won't throw any codes and have been installed on hundreds of M3's without any issues. In the M3 owner's manual, it shows how to replace the H8 bulb if it burns out...that is essentially what you are doing. You are just replacing the H8 bulb with another H8 bulb. The replacement H8 bulbs that you would buy from a BMW dealer if you burned out your H8 bulb would not be a BMW part...it would be either Sylvania or some other brand. Replacing the H8 is not easy as it is definitely a tight fit if you have large hands, but it can be done and is well worth it.
Hope this helps.