I have a 2006 E92 2.5 auto. I bought it 6 months ago and it developed a wobble after a couple of thousand miles. I took it back to non BMW dealer I bought car from and they replaced only front discs(not pads).
After another 6k miles it started to wobble again on braking. I took it to a local BMW specialist workshop and he refitted new discs and pads. The hubs were pretty rusty and he cleaned them all up. One of the wheels had been dip coated as a refurb and the inner wheel had this plastic on. He said that the discs use the wheel as additional cooling. He said that the wheel would not have been straight on the hub due to coating and that the heat may not have dispersed correctly may have led to disc warping.
£160 quid for OEM discs, pads and sensors fitted seemed OK to me compared with dealer, so I will see how I get on.