I just picked up my 335i xdrive m-sport last week and have the 403 wheels and I am also considering the exact same thing you mentioned. I would love to ditch these summer runflats. The Michelin Pilot A/S 3's are getting awesome reviews, but due to them being brand new to market, there aren't many reviews about how they perform in the winter. Another issue is that though the sizes for the 403's are showing as available on Michelin's site, I'm having trouble finding local tire shop here in Vancouver that has them in stock and might have to be a special order (for the rears anyways).
Interested to know if anyone else has experience with this wheel/tire combo....