I'll also have experienced this in my 2008 335 e90. Mostly after I back out of driveway/parking spot then I shift into 1st (from Reverse) and if I turn the wheel to straighten out before giving it some gas and dropping the clutch i get the shutter. It seems like I can feel the sensation in the stearing wheel more than I can hear anything.
I've been contemplating a dealer visit for this, but wasn't sure if it's just normal. I also thought it could be related to reduced power at idle and an increased load from the power stearing pump since it usually deminishes as soon as I give it some gas for engaging the clutch.