Being in Winnipeg, -30*C is not uncommon in the winter months. When my truck use to sit outside overnight (plugged in of course) in the mornings I'd get misfires that would throw CEL's. Even if it didn't throw a code, for the first couple seconds after firing it would run rough. Long story short, I was talking with one of the techs about it and he said that BMW issued a bulletin about cold climate starts, and to remedy it they recommend using a lower grade fuel. My first thought was to call BS.....but after trying it out, it does actually work. Now don't quote me as saying it's a cure-all, because there maybe other contributing factors in your case...

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