p11 definitely turns, i know, on my mine it was SO TIGHT and i thought for sure i was doing something wrong. I ended up removing the 2 top bolts and sliding the headlight forward until i was able to get some pliers in there to turn it.
Just don't crush the plastic, i used pliers with a towel to protect it. Once you get it out the first time, it's easy from there...
Hm, before I go ahead and destroy the socket with my pliers, can someone with a p10 chime in and confirm that the proccess for removing the parking lamps on the p11 (socket counterclockwise turning) is same as on the p10?
Ya all you have to do is put pressure on it then turn counterclockwise until it pops loose then just pull it out. Theres a rubber seal in there so if its stuck the best way to break it loose is to put constant pressure on it. And pliers are a BAD idea!