I wouldn't call it sludge, the yellow/gold paste is condensation that has emulsified. Oil sludge is black, and is caused by breakdown of the oil due to heat. The confusion is that real sludge is changed by which oil you use, but the condensate isn't much affected.

I like 5w-30, usually the BMW oil or sometimes Castrol, but I think Mobil 1 is fine, usually in a 0w-30 or 0w-40.

I wouldn't expect to see any change in oil consumption due to changing between oils in this approved range.

As MD says, you are within the BMW spec for oil consumption, although it would bug me too.

The most likely change to increase oil consumption will be driving habits. That is likely what caused more build up of the paste as well.

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2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue