How to change the customizer´s sidebar width?

Enqueue a style sheet to your admin or dashboard with admin_enqueue_scripts hook like below-

add_action( 'admin_enqueue_scripts', 'the_dramatist_admin_styles' );
function the_dramatist_admin_styles() {
    wp_enqueue_style( 'admin-css-override', get_template_directory_uri() . '/your-admin-css-file.css', false );
} 

And put your admin css code there. As your code above the inside of your-admin-css-file.css will look kinda like-

.wp-full-overlay.expanded {
    margin-left: 500px !important;
}
#customize-controls.wp-full-overlay-sidebar {
    width: 500px !important;
}

And it’ll work.