If you're handy with a soldering iron...you can convert the old glovebox torches (flashlights) into a 12 volt receptacle...that connector is switched and turns off when the ignition is off.
There should be DIYs if you do a google search for BMW glove box aux power connector. The actual accessory that used to be a few bucks...blew thru the roof price wise when BMW stopped making them...but again, there were DIYs on how to convert the flashlight into a 12 volt cig light receptacle with a little bit of soldering skill.
EDIT: yep...my first google search got several hits: