Same situation as you.. My euro grille should be in Tuesday. I do have the M3 mirrors w/ the blue led, but I would rather have the amber color. I'm not sure what i'm going to do.. maybe just wait and order the ST170, from Batinc? (closer and gets to my place faster). I'll see when the grille comes in. But I don't see why it shouldn't be legal.
I asked a cop this same question. This is what he said. While he wouldn't pull someone over for it, you could run into trouble if someone hit you and then said that b/c of the custom design of your turn signals they couldn't see them properly and could hold you liable.
Technically any mod to your car that removes or moves a vital funtioning part could be considered illegal. But like what the cop said, usually it's the lawyers that will hurt you not the cops.
Hope that helps, or at least brings up something you didn't think about.