Good stuff bringing that up too because I remember the first thing I wanted to try to solve this steering play issue at least in my e92 was to replace that shaft because as can be seen here I think it has some play but I could not point out where it was...
However while there seems to be some play there, there's still noticeable play at the input of the rack as can be seen here.
I have a spare linkage I can throw in from another used car but I think the bigger issue is at the rack