I don't have a 335d but it sounds like it is just the gearbox whining a bit when it is cold, syncromesh or something. does the sound change when you depress the clutch? If it is that quiet it is probably nothing to worry about and hopefully not the start of something more sinister.
I would also say turbo whine but you said it is at low speeds and at cold so you are probably not using any boost anyway. I can sometimes hear the turbos spinning on the overrun as a very quiet whine but I have to be reallygunning it for that to happen.