Essentially drilling the cover allows them to be as plug and play as possible, because you're taking the 12V supply from the original bulb connector (i.e. inside the headlight unit), feeding it out to the ballast (through the cover) and then taking the high tension wires from the ballast (back through the cover) to the HID 'bulbs'. Unless you're going to find another 12V supply for the ballast elsewhere in the engine compartment, I think using the supplied rubber grommets is the closest you'll get to OEM without retrofitting actual OEM units, which is much more expensive. (And you'd still need to get the cables from the ballast to the bulb somehow... which is probably easiest through the cover/grommet!)
Drilling the cover is a bit scary for novices like me, but it's not so bad and you can always order a new rear cover for the headlight in case you mess up - I think they're only a few quid from seremotors or whoever.
My 6kK HIDs look much too blue during warmup but I understand this is normal. After a minute or two, they look a lovely bright white with just a hint of blue. I certainly wouldn't go for anything above 6kK and 5kK probably looks more OEM. My LED sidelights which previously looked white next to my halogen dipped lights, now almost match exactly, although they're still slightly more blue than the 6K HIDs.
I'll try and take some photos shortly so I can show you what I mean.