There is a chance that while replacing the overflow reservoir they got air in the lines and did not properly bled them. When you put your heater setting to maximum heat and the temperature from the vent randomly varies from hot to cold and back to hot, there is a very good chance that you have air in the system. It shouldn't take you too long to do yourself prior to taking the car back to the dealer. Definitely worth a try:
http://www.e46fanatics.com/forum/sho...d.php?t=689618
It states it in the post above, but you should never take off the radiator cap while bleeding the system - only the overflow tank.
Good luck.