On the other side, turn on your light and bump it with your palm. See if the housing is loose and wiggling around and needs tightening or the bulb inside may be loose and needs to be reseated or tightened. You could take it to the dealer but it's no biggy to check it yourself. Be kinda nice to here what you end up discovering.
When I changed to LED its a heavier headlight
It started to shake when I'm at idle
When I took it back
They figured out that it's rubber housing and it's going to always shake because the heavier led headlight
The LED has a distinct line and that makes the shaking super obvious. That 16$ xenon bulb upgrade was the best thing I did to mine so far. It is probably twice as bright as stock but not as bright as LED but the shaking is not an issue.