I got the X back from the dealer today and BMW had them reflash the DME (I'm guessing some aspect of the computer which controls ignition advance etc.)

They said if it doesn't get better with the cold start problem to bring it back and they will finally open up the motor and check the intermediate levers. I have been using Chevron 93 with the exception of one fill up of Exxon (went there a second time and saw the 10% ethanol sticker).

My noise was diagnosed as coming from the aux water pump. They are checking with BMW to see if they will replace based on noise alone. The fact that they are having to check makes me think the answer is no. I guess they aren't having to "whine" everywhere they go...