I know exactly what is wrong.

The problem is, the projector headlights uses cheap materials internally. The bulb (H3) is held in place by a think wire/spring/retainer mechanism. The actual problem is the retainer that holds the bulb in place is very thin, and often warps due to the heat given off by the bulb.

I remedied this with two options:
1) Using a small ball of aluminum foil behind each prong on the retainer that holds the bulb in place.
or
2) Less ghetto, I used a metal waster behind the bulb to have it pushed closer/tighter to the retainer.