It is possible to remove the cluster without removing the steering wheel, but it is hard. You need to pull out the cluster while turning the wheel. I haven't removed my steering wheel but it seems easy enough. Next time I'll remove the wheel. Be sure to disconnect you battery!
Here is one writeup.
http://www.frankies-bmw.com/3series/...ring_wheel.php http://mysite.wanadoo-members.co.uk/...usterbulbs.htm I'm sure there are better ones.