The bumpers I also changed myself to the M-sport. Got them 2nd hand off 2 crashed E90's. As I did not get the in-fill pieces with the bumper (and I dont have the fog-light switch standard on my car) I fabricated the CF pieces with the brake duct to look like they do now.
No, not needed to take lights off, just pop the hood to get to the top and the bottom slides between the bumper and light. I needed 1 roll per light. You need to turn the sheet diagonally to fit over the light.