I agree with the use of a relay in anything that is HID. I have done a couple full retrofits(using fx35 and rx330 projectors) In cars and the problem is not the 35 watt draw when running it is the spike of current draw when the ballast first fires.
And definitely as stated above install a separate switch, the ballasts do not like to be rapidly turned on and off, which is what happens when you are starting the bike.
Someone on one of the other threads posted a link to a light that looks like the new vmax, that light might be a good one to do a projector retro in. I would love to have a TL projo on my max.