Same issue here + squealing brakes when cold. I had the car at the dealer for installation of the engine heater (+interior fan and battery charger) and mentioned these two things for them to investigate.
When I picked the car up they said they couldn't find a fault but had been in contact with BMW who said that these are known problems in cold weather and they are being investigated for a fix. No timetable available.
They're not big things but I am still quite annoyed. To top it off, the technician who installed the engine heater forgot to cut a tie strap (holding new cabling in place) so it's now pointed straight into the cooling fan making the car rattle like a cheap trabant.
Going back to the dealer again next week.
Not pleased. At all.