Had same issue last night. I have a 2006 X5 4.4i. 29k miles, no issues at all. Last winter (my first with the X5) I drove up to VT weekly. I started it daily in weather below 10* F. and had not a single starting issue. Similar cold weather this year (although not as bad) and haven't had any issues.

Yesterday was the first one. Air temp was only 44* F. and it did the rough start, shaking, sounded like a low voltage issue. It reset my radio present, clock, trip odometer, etc. Check engine light came on.

I waited about a min, shut the car, off, and restarted. Everything was normal. No engine lights, no rough start, nothing.

Is this intermediate levers? I've been search this forum like crazy to read up.