Have to say I have seen better solutions on earlier incarnations of BMW, for example but as indicated I don't think manufacturers give much priority to this since later versions were much harder to use.
When using the spanner it's quite easy to miss the nut and wedge it in between the nut and the bodywork - since this wedge is a tight fit it can feel like the hex spanner is on but to no avail. What I tend to do is get a torch and check that the spanner is in squarely before exerting any turning force.
The other unhelpful thing is that the instructions are somewhat ambiguous: it doesn't say which switch setting is for dip versus not. What I found strange was that the switch moves the same way for both headlights. Since you are moving a shutter or such-like as I understand it I would have guessed that you moved them in opposite directions, i.e. you want the left headlight down and the right one up on the continent. Can anyone concur or contradict my understanding?