My service center did a full road force balance of all four wheels.
The technicians balanced the front wheels twice: once with tires off and one more with tires mounted. They say that initial balancing of the front wheels with tires on did not correct the problem.
I suspect there may be a minor manufacturing flaw in the BMW wheels causing this problem.
I do not think it is a steering mechanics problem. My 328i Sport was an early March build (Munich). I do not have variable sport steering.
I have ZERO steering wheel vibration now. The steering feels a bit tighter even in comfort mode. Drives straight like an arrow. You can't even see any minor steering wheel shake at 40 - 60 mph.
Bravo to my local BMW dealership for getting it right.
Now, only a skipping wiper to replace, and my car will be perfect!