I had a recent scenario that has now been resolved. I'm running a 330i se, but by the sounds of it - the way the coils are changed are the same for your car...
I had an intemitent missfire, (would go away upon stopping the engine and restarting)
and then return when going over about 3k. rpm
Anyway, I suspected I had a coil out (having read common faults on here)
I rang the dealership who wanted £100...'we will need the car car for the day'!
So I said sod that & rang a mobile diagnostics man in a van, who charged £25 just to read the codes. 'missfire cylinder 4' - 'Coil pack'
So I bought the 1 coil from BMW and I printed out the DIY link above and also bought a set of plugs (they were due in 6k anyway)
I got working on the car, carefully removing the coils one at a time and changing the associate plug, then starting the car up each time to make sure I had done it right. As my 'fault' was not inherent immediatley after starting the engine, I wasnt expecting it to sound any different. Anyhow after changing all the plugs, making sure to replace coil 4, I took the car on a run feeling sweaty but very proud!
That was short lived as the missfire returned that evening, I thought the worst. An injector perhaps. So....feeling very depressed I took the car to a very good local specialist, who plugged it in to his propper BMW diagnostics kit. It was showing a missfire code but also a code relating to a fuel cut off.
Seems as though the car needs resetting after a coil pack replacement as it 'normally or sometimes' shuts down the fuel to that cylinder (experts correct me if I'm wrong). Anyhow since resetting the code the car has been back to its ususal self and all my hard work was not in vain. : )
Short answer, if your doing it yourself. Replace all of the coils and the plugs. At least then (providing you installed corectly) if anything else goes wrong you can be sure it wont be those parts!