BMW E36 M3: New Cabin Air Filter & Climate Control

Stock Bulb: a.co/d/dCo1Iin
T5 LED Amber Bulb: a.co/d/hj1EtEQ
If you go with the LED bulb for the accessory lights throughout the car you have to get an amber LED to retain the orange/amber BMW interior light color.
Most of the accessory lights will be able to fit the larger led but I remember having to cut and modify the driver-side vent light mount (use a dermal). There are different-sized LED T5 Amber bulbs so maybe you can experiment and get one smaller that will fit without modification.