I put the power through a couple of relays so the high startup draw doesn't cause any issues, however as there's no drain on the light wiring it's displaying the "bulb out" warning light on the dash. Looking at the HID relay wiring diagram posted elsewhere on this forum, I can see I've wired it ever so slightly differently, with the power tripping the relay going back into the wiring circuit rather than on to a ground, so will have a play at some point and see if that solves it.
Otherwise I can always use VAG-COM to change it so it think it's running Xenons from factory and get rid of the warning light. It's not caused any problems with the lights/flickering or going out.