Try bed your brakes in http://www.zeckhausen.com/bedding_in_brakes.htm
. It most likely will help.
ATE used to make all of the BMW rotors in the past I don't know if it still true.
I have had very good luck with Centric brand rotors and pads, I have been using that brand since my E39 days back in the early 200'0's and everyone in the family is running them because I do their brake jobs.