Sure you can. There are only three wires you'll see on a US-spec E30 per side. I can't recall colors, but there is a low-beam, high beam and common ground. The high-beam wire runs right through the dual-filament low-beam bulb as well. IIRC all Euro bulbs have low-wattage 'pilot lights' in the low beam housing. You'd need to run a jumper wire down to the parking or side marker light for those to work properly. Here's a diagram I Googled:
http://members.roadfly.com/kcroncarter/bmwetm136.jpgI don't think I've met any incandescent bulbs that cared about polarity...so if those are the wire colors and the Euro headlights are only single-filament, wire them up like this:
Left low beam - Yellow/White and Brown
Left high beam - White/Violet and Brown
Right low beam - Yellow/Blue and Brown
Left high beam - White/Blue and Brown
IMHO I strongly recommend lineman's splices with solder and heat shrink. It's a necessity for this job - high resistance from standard taps or crimps will make the bulbs dim and potentially melt connectors/cause shorts/kill batteries/burn up some wire. Save yourself trouble with good clean splices.