It took a few of us some time to find the solution, and it was suggested that a post be made for others.
Here is the fix....
There are two bump stops that can be adjusted on the pop up headlights. Circled in red - 1 for open (middle top) and 1 for closed (middle).

From the other side

In this instance it was an issue when the lights were open so that bump stop need adjustment:
This is the light in the down position.

However when up it rests on the bump stop

Simply adjust the bump stop to stop any movement

Once we did this no more movement. However when the lights were down there was still some movement, so adjust the other bump stop:

By all reports the car is now drivable at night without an annoying light movement!