When I fitted my xenons I took the wires through here and didn't have to remove the glovebox.
You can get access by just removing the cardboard black trim piece.
There is a hole right up in the top left corner where the wires come out, as Buck says, you need to feed them from the engine side.
The picture shows where they emerge, the two thinner cables are the ones I fed through.
There is a thick loom cable already going through this point.