I had the exact same thing happen to a bulb on a light board mod that I bought for my IJ (not sure if it was the Lost Plastic Light board or the Jackpot one ??) . The very first time I powered it on one bulb out of 3 on the board burnt white . I replaced them all with good quality bulbs and haven't had a problem since .
Were these new bulbs that you recently bought Daniel or have they been in the pin for a while.
I'd put it down to inferior quality bulbs or possibly bulbs that have been sitting around for many years .