Here's a link to the realoem.com page on the rear lighting for an '11 F25 28i. There appear to be two different bulbs, which I wouldn't think would be listed if they weren't replaceable. The light assembly is listed at various prices. The two online BMW parts sites that I checked listed it for under $200, less with discount.
http://realoem.com/bmw/showparts.do?...61&hg=63&fg=20
If your X3 is still in warranty then definitely bring it to the dealer. If not, how adventurous do you feel?