I have had warped rotors on several cars over the years including my 335 and in every case it was due to the guy who installed the tires over tightening the wheel bolts. Many places will not take the time to tighten the bolts evenly and to the proper spec. Hopefully a BMW dealer wouldn't screw that up but I have had some shoddy work done from my dealer so they aren't above that. The paint excuse sounds like more BS than anything I have ever heard.
94 318I, 96 740IL, 97 528I, 07 335I