whatever you do... don't take it back to the dealer. they all give you the same response "it's fine, it's normal"!! (when really it obvious its not..)
the same thing happened to my e90, i've about had it with the dealer, so i took the car to a family friend who happens to be a mechanic, he checked it out for me and showed me that when the dealership did the brakes they installed the brake pads cocked!! it resulted it grinding the rotors and thus causing further damage.
if i were you, have another party besides the dealer inspect the brakes.