After getting home and having a look, the rubber strips that came with the roof bars are like this so can't be pushed down like the BMW video suggests. I'll need to find another solution!
I bought some off eBay pretty cheap. Just fitted them for a trip.
https://www.ebay.co.uk/itm/184879062506?mkcid=16&mkevt=1&mkrid=711-127632-2357-0&ssspo=ivhsJMteRHm&sssrc=4429486&ssuid=eB2M7jbzTUu&var=&widget_ver=artemis&media=COPY
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@snoops started
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After getting home and having a look, the rubber strips that came with the roof bars are like this so can't be pushed down like the BMW video suggests. I'll need to find another solution!