Unfortunately, the only cars that can be ordered/picked up via ED are the standard US cars, i.e. the ones you can build on the US website. There is occasionally the option available to order a custom exterior paint or interior trim color (called BMW Individual), but so far not on the new 3-series. But no different option or transmission configuration from what you would normally be able to buy at a dealer.
Definitely do ED, I did and it is a lifetime experience.