I have the issue as well, thud/knocking sound when driving over certain bumps in particular in left turns. Can also hear the sound when stationary moving steering wheel left and right.
I raised the issue with BMW back in Dec, a few weeks after i bought it. They did not know what caused the issue. The car is going back in this week for the regional tech manager to look at it.
I find the noise extremely annoying and the fact that it has not been fixed after two months is completely unacceptable. If they don't fix it soon, i'm considering returning the car and demanding a refund. Under the new consumer protection laws, a buyer is entitled to a refund if a defect is such that had the buyer known of the issue prior to purchase, the buyer would not have made the purchase (that's definitely the case for me).
Will keep you posted.