For all of you who want factory black lower grills for your E92 335 with an oil cooler, I've found the correct part numbers to order. I have confirmed that the 335's with Active Cruise come with black lower grills and have the opening for the oil cooler (so no modification is necessary). However, since the active cruise has a unique middle lower grill, the best thing to do is order the following:
(1) Lower right (passenger) grill part number 51117175312 (for 335 w/ active cruise and oil cooler)
(2) Lower middle grill part number 51117128234 (for 328)
(3) Lower left (driver) grill part number 51117154719 (for 328)
The one odd thing is that BMW does not show a different part number for the active cruise cars on the left lower grill (that's why I ordered the 328 one). Tischer BMW confirmed this oddity too and were puzzled.
Here's a picture from the back side showing the grills installed: