BMW's, according to the manuals, are not meant to be started and then idled for any longer than a minute.

PLUS I NEVER EVER understood the benefit to it since the engine MAY warm up if you leave it long enough (10-30 mins, depending on outdoor temps) and therefore the cabin will too, but your tranny fluid does NOT and therefore when you drive off, your engine wants to rev faster/easier but the tranny is still sluggish.
PLUS engines warm up wayyyyyy faster, therefore your cabin will too, when you actually push the rpm's (by driving) instead of letting them sit and idle.
this goes for any car.
So just put a coat and gloves on and clear off any ice/snow on windows while inside heats up for a moment. again, that goes for any vehicle.

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I swear, my cars are like a girlfriend.
Sometimes its a rough ride, sometimes its smooth motorin'.
Sometimes she doesnt like how i treat her and sometimes i dont like how she behaves.
BUT at the end of the day, she loves it when I am inside her.

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'91 850i
'05 X5 4.4i
'09 Clubman S