If I recall,these use a 5w halogen bulb that sits on a plastic frame..If you are buying them from a local accessory/factor outlet,then the chances are you are buying cheapo parts.Go to a main dealer and buy the correct bulb.It will cost about £10 but should last longer.Also don't touch the bulb glass with bare fingers.

There are only two things which will normally cause a bulb to fail, one is over voltage, in which case it should affect the other bulbs, or excessive vibration, otherwise as already suggested poor quality bulbs.

I usually use 'Ring' bulbs from Ebay, pretty cheap and no problems.