Nope. I have the same issue with jiggly headlights. I'm kinda wondering how that looks to oncoming traffic? I've seen other cars with loose foglights and it's irritating to see.
I for one am not really happy with the brightness. I think the lights are a little too dim and the beam has a definate cutoff that's too low. Even with the beam adjusted all the way up, IMHO, it needs to go up further to cast out more down the road. I wonder if there is a manual adjustment under the hood?