My 335i has also been doing this slightly since I bought it at 32K miles. 40K now. My car seems to be worse when it has sat for a day or more, which was causing me to think it's tires and possibly a slightly bent wheel and/or balance problem. I'm on the verge of getting new non run-flat tires anyway, so I have done nothing. Both front and rear (ie--the whole car) seem to be vibrating.
Thank you for your updates about this.