Are there any particular numbers an end consumer/user like me should look out for? Obviously a lamp or bulb can be bad regardless of which number is after the "E" mark because the regulations themselves allow too much variance, but assuming the type approval is legit, is a lamp or bulb with a say, "E1" mark more likely to have been vetted than a lamp or bulb with an "E11" or "E13" or "E24" mark?
Officially, legally, all the marks are equivalent. But it's sort of an open secret that Germany (E1), France (E2), Sweden (E5) run no-nonsense type approval authorities. In all the years I've been doing this, don't think I have ever seen a bullѕhit lamp or bulb with any of those marks. The makers/sellers of cruddy lights don't even bother trying; they know they'll flunk. Austria (E12), Japan (E43), Norway (E16), and Finland (E17) probably also go on that same list.
Next "tier" would be ones like the UK (E11) and the Netherlands (E4): some amount of ticky-tacky gets these markings.
Then comes Belgium (E6), Hungary (E7), Spain (E9), Luxembourg (E13): one of these E-stamps doesn't necessarily mean it's a crappy lamp, but their standards and scruples aren't as high; they're known as an easier pass, so a lot of iffy (or worse) parts get tested through those countries' TAAs.
This isn't an exhaustive list, and it's not absolute. Just change the definition of "bullѕhit lamp" to shake up the list. Example: Germany's TAA did a nice favor for BMW and approved its adaptive HID motorcycle headlamp despite there being no textual basis for it. In effect it was an illegal homologation done to boost the "home team" (German industry). They did exactly the same thing with Audi's sequential turn signals: no textual basis in the regulations to allow that setup, but they approved it anyway. This, of course, put all other countries' industries at a disadvantage, because
their home TAAs were following the regs. Of course, a French or Italian or Dutch or Japanese or (whatever nationality) company could always submit their component or vehicle for approval by Germany's TAA, which could then either approve it (and accept the money, they win) or fail it (and accept the money, they win).