After twisting the bulb base counterclockwise to unlock it, it can take a good bit of effort to pull out sometimes. Make sure you're pulling perpendicular to the bulb base, not straight back (i.e. not perpendicular to the ground) because I think the the base is on a slight incline. If you still can't pull it out after turning the base as far as you can counterclockwise, twist it clockwise just a smidgen and try removing it again.
'11.5 M3 sedan | Jerez Black Metallic | 6MT | M Performance Exhaust | no DCT no EDC no NAV no nonsense