I have spent a lot of time looking for headlights for my E39, and to my knowledge you cannot buy just those covers. Those headlights on that picture you posted are the 2001+ European-spec Angel Eyes, and you would have to purchase the entire headlight set (between $700-$1200, usually). The orange-edged angel-eyes like you say you have are US-spec, since US law requires orange reflectors on the front-side of all passenger vehicles.
Covers for the older, 1997-2000 headlights, like mine, can be purchased for just $100 for the pair to get clear corners. But I'm afraid you're out of luck unless you replace the whole headlight set.
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