Its BSA's answer to the automatic High/Low beam setting.
The clips will only stop the glass unit from falling out of the rim, so providing the glass prodtrudes through the rim itself then it should be fine. I've found with some repop ones that the rim ID is not cut away enough and the glass sits more flush or just behind the rim and not poking through it. if that is the case then find an original rim as that will fit.
All rim units though as Ray stated have or should have the bracket rivited to the rim which has a "fork" for holding the glass unit in place, you may need to bend this fork so it posively selects the headlight glass unit, if the glass doesn't have the locating bridge then your only solution is a new glass or silicone. as Per Nick's suggestion.
No amount of clips will stop it rotating if the forks are not locating the glass. and if they do then your not riding hard enough