You need parallel offset pins for the front (and rear) indicator bulbs - the more modern cars use orange indicator bulbs with offset-pins (the reason being to stop clear bulbs being fitted in error) - which are probably the ones the BMW Dealer gave you - and won't fit, unless you're prepared the ram them in - and then you'l never be able to remove them without breaking the bulb.
Have you though about using Silver Bulbs that flash orange ? - I use Philips 'Silvervision' Bulbs - they look silver when not illuminated and stop the 'fried-egg' effect that orange bulbs give when used with clear lenses.
You can get Silvervision Bulbs from www.powerbulbs.com - they're not cheap at around £15 -per-pair that I paid a few years back, but they definately look at lot better when used with clear indicator lenses.
Whatever you decide to do, don't forget to ensure you order bulbs with parallel-offset pins !