I was told that E31s never came with Xenon lights, not
even the newest models. Due to the hidden nature of
the headlights on the E31, it is not even possible to
install Xenon lights on them, I was told.
Is this true, can anyone confirm a successful fitting
of Xenon lights on their E31s?

Thanks all,
Jane

Hi, Jane
the following website may have some solution:
http://www.autolamps-online.com/gasdischarge/totalkit.htm
They seem to imply that they have kits for all sorts of cars (not DOT approved for road use of course). I have not used their products so I can't tell you if they are any good.
Best regards
Hans