So instead of heading over to the dealer and bend over for the O2's, Autozone carries the Bosch PLUG AND PLAY (very important since others sell UNIVERSAL ones that you need to SPLICE into the harness and that's just a glutton for pain and punishment).
it may not be in stock but give it a few days and they'll get it in. i'm not 100% sure about other E39's but for 540's the Bosch part # is: 13 559. They run for $65 (plus tax if applicable). sure beats the $135 dealer charges for the same damn part.