Never seen it done but someone might of.

I know it will cost you a fair wack to retro fit the oem xenons as they have a whole different loom.

Maybe worth just buying aftermarket headlights with projectors already fitted?

The conversion you have seen consists of what?

If its one of the kits that attaches a ballast to the existing halogen bulb wiring and a HID bulb to drop into your exsiting lenses then they are deemed illegal and will fail an MOT.  Plus you will be dazzling other road users.

As for a retro conversion using OEM equipment you will require the headlamp assemblies themselves plus the inner gizzards of the bulb assembly, plumbing for headlamp washers and wash reservoir.  Load sensors will also need to be posistioned on the rear axle plus a load of other bits of software work to get them working right.

Not worth it IMO.

It's the kit you install the projector into the light rather than all the wiring, I've had it before on the golf and went to court and won regarding how they are "illegal" as they have too many grey areas they never have clarified to allow them and passed mot too.  If seen those ones been but it is the one with the  functions of high beam also I'm looking for.

I've had it before on the golf and went to court and won regarding how they are "illegal" as they have too many grey areas they never have clarified to allow them and passed mot too. 

There is no grey area.

http://www.partinfo.co.uk/files/MOT%20Changes%20-%20Lighting.pdf

Section 1.7 Headlamps

The Department for Transport considers that after-market systems should be required to meet the same safety standards as that applied in respect of these lamps at vehicle Type Approval. Therefore, in order to pass the MOT
test, vehicles fitted with after-market HID systems would also need to be fitted with headlamp cleaning and self-levelling systems.

So what that means is

The HID kit is "E" Marked - fit for road use
The system fitted to your car is of a condition equivalent or better than an OEM install - washers levelling devices etc
And meets Type Approval regs.

That information is also backed up in the many online guides for MOT testers.  If you do not have an MOT or type approval you will probably find your insurance will be invalid.  Try explaining that to the motor cyclist as he's coming through your windscreen on a rainy winters night as he couldn't see diddly squat but a visor full of your headlights.

I don't know where the fascination for quoting "I went to court and won" on this forum comes from, it just screams immaturity...it doesn't mean anything and doesn't absolve you of anything.  The rules are clear and prescribed in plain English for all to understand. 

Do yourself a favour and at least acknowledging the regulation and maintain a conscience for other road users than yourself...