It's probably better to use the chassis ground than wire directly to the battery. BMW uses lots of wires coming off the positive terminal for various purposes and power save modes. The biggest is for the starter/alternator, then there are 2-3 smaller fused and switched lines which will turn on or off for various power modes (on, sleep, standby, ignite, etc etc).
On the other hand, there's only ONE coming off the negative terminal which then connects to the chassis. That run has a current sensor in it to monitor battery state of charge. If you have a ground connection that bypasses that, you could very easily end up with a situation where the car gets confused about whether the battery is full or empty, and doesn't charge it appropriately.
Of course, for HUGE setups, you might want to run another ground cable for the sake of current handling, but then that ground lug handles 1kA during starting anyway, and it's not like you're putting in a more powerful alternator. So again, probably best if you don't.
Additionally, it's generally better to avoid adding ground lines anywhere you can to avoid creating ground loops. Create too many paths for ground current and you can couple unforeseen noise in. Same way you can get weird effects if you have your phone plugged into aux and a crappy charger at the same time in some cars.