Give it some time and expect to spend some money. I see 3 options being the available in the future.
1. Morimoto will probably make some aftermarket LED housings that are direct swap and plug & play. They have been doing this for a lot of makes/models over the past year or 2 and have been pretty successful. Check out theretrofitsource to see what I'm talking about.
2. Gen5diy is a company that specializes in making wiring harnesses that allow different functionality of things like infotainment systems, headlights, etc... and one of their things is harnesses that let people with lower trim vehicles add in factory fog lights or swap to higher trim headlights. The drawback is you have to buy the oem housings and as you found out, it's expensive. I am calling this company tomorrow because they make a harness for the 1500's that allows you to keep your fogs on in conjunction with your high beams, I'd like to know if it will work for the HDs.
*Expect to spend about 2k+ for either of the above options.
3. You'll be able to either do an hid projector retrofit yourself or send your housings out to a company like fast headlights that will do it for you. The drawback here is that aftermarket hid systems are temperamental. I did 2 different retrofits on my 2015 and while I loved the output, I expected to change the wiring harness on a yearly basis because they just don't hold up well. The ballasts and bulbs held up fine, but the wiring sucked.
*Expect to spend anywhere from $300 to 2k+ for the above option depending on what you want to do.
*Also before I hear it, all of the above options utilize cut off shields to prevent blinding oncoming traffic, it works and it works well.
*The led bulb replacements haven't gotten a very good reputation because the light scatters too much, both blinding oncoming traffic and not giving you a very good amount of throw down the road. I would save your money unless you see an option come out that gets very good reviews and has some ability to aim the beams.
*On a final note, I went with the denali this time, and I love the lights. But I have to say I think it's BS, that GM is still using crap headlights as a way to differentiate trims. It's a safety issue, it's been in the news over the last few years, and there is no reason manufactures shouldn't be putting good headlights in ALL trims. You get better headlights these days in Kia's and Hyundai's for far less money. GM should be ashamed about that.