I had this issue until I took my car back to the dealership yesterday. They had it for most of the day, then returned it to me after rebalancing all 4 tires. Now the problem is all but gone.
I do have a couple theories about this. It's so much drastically better now that the tires were rebalanced, I don't think anyone else would even notice it.
While I was watching a video about the new i8, I noticed that our new 328is actually seem to have at least one of the innovative design features that they highlighted about the i8. There's tiny little wind scoops next to the fog lights towards the outside of each side of the front bumper. They seem to direct air through the bumper and into the wheel well for each front tire. I think it's supposed to act like those blower things they have on some store's automatic doors - they blast air downwards when the doors open in order to keep the air conditioned air inside the store.
I think it's supposed to help deflect some of the air that would otherwise enter the front wheel wells from the side. This is supposed to help decrease drag on the tires.
I noticed that the steering vibration got worse when there was a lot of wind. Maybe those wheel vent things have something to do with it?
Now that my issue is pretty much gone, I think most of what I feel is feedback from the road. My last car, a 2008 MINI Cooper, had absolutely no road feedback, which I liked and had grown accustomed to. Not sure whether I'll end up liking road feedback now or not...