I just did this a couple days ago on my R34. You don't need to remove the headlight housing itself, just remove the globe by unscrewing the big wheel-shaped plastic bit directly behind the headlight.
However this is harder than it sounds due to one small little screw that can make your life hell (well it made mine for about half an hour anyway). There is a screw in place at the bottom of this plastic wheel that stops you from spinning it. You need to undo the screw first. The screw head (on my car anyway) is not your standard screw, it's not even a phillips head shape. Its some weird star shape and I have no screwdrivers that can undo it. So in the end I just ended up using my screwdriver to jam it open (not ideal, but I was frustrated).
When you replace the globe, any H1 globe will do. Make sure you get 55W and not 100W. I bought a Phillips one for around $10.