I don't have my F10 yet, but on our other 2 BMW's with Comfort Access, here's what I'd do.
I'd slide the metal key out of the electronic fob, and lock the trunk (the underfloor compartment in the case of the X5), securing any valuables, before handing over the fob. That way, even if the valet somehow managed to lock the fob in the car (which BMW says is impossible, but why risk it?), I could use the metal key to unlock the driver's door.
BTW don't forget that you can always use BMW Assist to remotely unlock the doors. We did that once, for a slightly different reason. We were on vacation and had left our 2008 X5 in our home garage, locked. Our neighbors called to tell us that our car alarm was going off (probably a big bug flying around in front of the motion sensor), so from 2,000 miles away we had BMW Assist unlock the car, thereby silencing the alarm.
2014 535i MSport Space / Black, ZCW, ZDA, ZLP, ZLS, ZPP, H-K and 704
2015 X1 28i xDrive Alpine / Black, xLine, ZCW and Ultimate
2015 X1 35i xDrive Black / Black, ZCW, Ultimate and Xenons
2014 328i SportWagon
2011 535ix MSport
2011 X5 35D
2008 ///M3 Vert
2008 X5 3.0
2007 X5 3.0
2006 X5 3.0
2006 550iA SP
2003 540iA M-Technic