I had a similar issue on my 2007 X3. I would hear a clatter at cold starts from the muffler. It was the flap/vacuum on the exhaust. Fixed under warranty.
My garage: 2007 BMW Z4 3.0si Manual, 2007 BMW X3, 2006 BMW 530xi
Retired: 1998 BMW Z3
Member of BMWCCA!