When you turn the key to position 3 (to crank), does the engine attempt to start/sputter, or does it not crank at all?

It's really wierd and I don't know if this is the same thing that occurs to you. Years ago, our X3 would occasionally attempt to start but fail. It wasn't something that I could readily duplicate and it occured perhaps once every few weeks. Once, it even threw a DSC/AT/Brake warning light. I chalked it up to bad gas perhaps.

As the X3 ages, it's gotten more reliable in terms of starts. It's totally counterintuitive, because now it's left outside in the cold and the elements while I attend college. But even on -5C mornings, it would always crank up, the first time, everytime. There also used to be an annoying "diesel clatter" upon cold starts, but that too has disappeared.

I'd say bring it into the dealer if you can, especially if it gets worse.