Any time you drive hard, you should have at least a few kilometers of normal, light-throttle driving as a cool down lap prior to parking.
Obviously, this requires a bit of planning but I think it is a good idea... especially with the turbos.
I would think that with the turbos, if you are just driving normally and you are not in an extremely hot place, you should be able to park the car and let it idle for about 10 seconds prior to shutting it off. I am just speculating though.
From what Fleet says, it seems like BMW has it set up so that you don't have to worry about it too much.