There isn't a CAI for our car yet. Additionally, given the location of the airbox of the car, and the serious lack of room in general in our engine bay, it's going to be a challenge to do so.
Most any of us have done, that I'm aware of, is to remove the intake box and replace the air filter with a cone.
'09 E93 M3/Jerez Black on Extended Novillo Black w/Aluminum Brushed Trim
WTT 219M 18" Charcoal Staggered for 19" Staggered in Gunmetal, Hyperblack, or similar
Looking for: MS Stage 2 Intake Charge Kit, Metsterschaft GT2, VT1-550, E92 CF Trim, V1