You can definitely buy them separately from the dealership
Installing the front one requires removing the bumper to pop out the grill. I'm not sure about the rears.
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It appears you'll have to purchase the complete grills (the chrome trim pieces not available separately). About $200 total according to RealOEM.
http://www.realoem.com/bmw/showparts.do?model=MS33&mospid=51394&btnr=51_7389&hg=51&fg=95 (items 1 and 5)
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Correct, the grilles are a bit different to accept the chromelines.
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rkw, thanks for the info, very much appreciated, and I will check into it. Thanks!