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If you have the PL5FA relay, it has been upgraded with a new relay part number 33102, with an inline fuse. PIAA says it won't be available for 3-4 weeks. They are shipping a free replacement one to me as soon as it's out. E-mail them now!!!
Another option is to put a surge limiting themistor in series with power. The thermistor limits the inrush current to the bulb protecting it and the relay. A high power bulb is a dead short until it is hot. The bulbs will last a lot longer.
You can get them at digikey.com. They are called inrush current limiters. They are a non-linear negative temperature coefficient thermistor. Every personal computer has one in it's power supply to improve it's reliability. You can use one for each bulb, or use a larger one to feed both bulbs. The thermistor changes resistance when it gets hot. It starts out at say 1 ohm cold and when you pull sufficient current through it to heat it up, it's resistance dramatically goes down to say .02 ohm. You need to know the current draw of the bulbs to choose the correct size unit. If you pick one too small it will burn up. If you pick one too big it will not get hot enough to cause a large change in resistance. A part number to use would be KC023L-ND. It would be good for a 5 to 8 amp current draw. You need to mount them to a small terminal strip and make sure they don't vibrate and break their leads. They look like a lare disc capacitor.