I have the exact same issue - I just bought the X5 two weeks ago, 2012 40d with 27000 miles on it.
I went to one of my friends last night who also has a 40d and we drove them both back to back on the same route, mine was really juddering on tight turns with power on whilst his was perfect....
I need to get it checked, it runs fine on a straight road, problem is I'm goin gto France next week on holiday with it - I know the dealer will tell me they need it for a while to check it out.....
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