I brought my vehicle to the dealer for same reason. I was told that it needed a new interior cabin filter and the filter was replaced. The description relating to the reason for the smell that was given to me by the dealer is the same as above. The smell remained. Never have noticed this issue with my 330XI. The only time its noticable is when I start the car. It goes away after about 5 minutes. What specifically are you using to get rid of the smell?

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E83 - Aero PKG Mods installed: Homelink mirror. CIS-IBUS video module, AUX, Rr Dr Release, stock wheels, Remote start, CarPC (Atom) & mud flaps - NAV - MKIV - NA Map DVD - 2011
E46 - 18.5 wheels/tires (summer), 17 stock (winter), Homelink, NAV software upgrade, BMW video module, Radio to V53, AUX, USB IBUS interface,BMW alarm install, CarPC(Epia), remote starter, tank battery & angel eyes. NAV - MKIII - NA Map CD - High Version 2008.1