Having just remembered about this from posting in another thread and given there a few new names on here these days it seems a good idea to mention this particular point to check on your cars.
This tip was originally posted by a previous owner - Silverstone DM, on the back of a recommendation from a contact he has within BMW's M depatment, iirc.
There is a coolant leak-off hose which runs from the top coolant gallery above the exhaust mainfolds, found next to water temp sensor, to the expansion tank filler neck. When all is well, with engine running (ideally cold for obvious reason's), there should be a steady flow of coolant into the tank. If there's not ,and is often the case, the adaptor spout will be blocked. It cost's very little to buy and takes 2 min's to change, neglecting to do so can result in localised overheating in the head leading to possible damage and failure.
The part in question is no9 in the diagram below.
http://www.realoem.com/bmw/showparts...00&hg=11&fg=35