I get this rough idle on cold morning occasionally too. Generic OBD scanner gives me a Cylinder 1 misfire. The first few times it gave Random Cylinder Misfire and the light would flash. Now the light will come on steady and give me the Cylinder 1 code. Plugs are new, I've swapped around the coil packs and the same issue remained. Shut the car off, restart and it runs like a top and the SES light goes off a few miles down the road.

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Current Bimmer
2004 X5 4.4i Sterling Grey Sport/Premium

Past Bimmers
1991 318I Alpine White
1995 740I Alpine White
1991 525I Schwartz
1998 323IS Scwartz
2004 330CI Cabrio Titanium Silver Metallic
1995 540I Schwartz
2000 Z4 3.0 Titanium Silver
2000 330ci Coupe Titanium Silver