Garry,
On heat - indeed, this is what I have read when studying this topic a bit. The lamps and their housings are designed to cope with heat generated by the type of bulb they are designed for. I was just curious here. When I saw radiators on the bulbs I got suspicious. But if other colleagues are using LED and it is fine - then I guess it is fine.
As for legislation: it is all about anti-dazzle. In Europe lights are not symetrical for decades bacuase of that. In esence it goes together with how a car received its homologation (for what type of light). It is normalized in Europe. Then it depends on how rigid the inspectors or the police are in this respect. If you come across a strict policeman - it can be very unpleasant. If you come across a strict inspector who periodically checks your car - he will just not let your car pass. The type of the bulb is specified for the car and marked on the lamp glass most often. They usually do not pay a lot of attention if they see "yellow" light in the older car. But if they see white or blue, they become suspicious. There is a number of e.g. xenon looking bulbs to replace regular H4 -and if they are E-marked, they are fine (this is usually the case for reputable companies, such as Philips, Osram, etc.). No E-mark means trouble. As you can imagine there is no official recommendations list for replacement bulbs of any sort.
Another example: xenon light equipped car without self-levelling chassis - trouble. Any new car sold with xenon lights automatically has also self-levelling chassis or lights.
The other part of the story is insurance. When in trouble, you may be surprised that the insurance company of someone who, say, hit your car with his, goes to court to prove that it was your fault because you were using a car that is not roadworthy because it had e.g. summer tires in the winter or wrong lights that dazzle other drivers.
When I saw the posts on LEDs here, I said - brilliant! I started looking for LED bulbs for my Pagoda, but also for W463 I have. Then I found out none of them is legal. Philips have them - for racing/rally only, clearly marked not for public roads. I think it is a question of time - they will come.
And another aspect important for me: if reputable manufcacturers do not have these bulbs approved because they may dazzle other drivers - I am not sure if I want them, as they may dazzle other drivers.
But: if anyone finds LED replacements that are good (approved) for instance for Germany - they would be good for Poland too. E-mark works across Europe, no matter which country gives it. Sometines it also work with policeman if something is German TUV approved as this is a very respected institution in Poland (as most of the German technology related regulations and institutions).
So for the time being I am just experimenting with how do I get the best light within regular types of bulbs. For instance I have been looking for bayonette adaptor from BA20S we have in fog lights to BA15S that is commonly used for 21W bulbs and the reason is that any 35W bulb I found so far gives much less light than any standard 21W bulb from Philips, Osram or Narva (I use foglights for DRL). I think I will use a motorcycle 35W bulbs that come with BA25D, just covering one of the connectors.