I would start by checking the fluid. ATF is not a dual weight oil and will not circulate as well at colder temperatures. If the fluid level is good, it may still need a change. Any contamination can influence the viscosity.
BMW says the fluid is good for the life of the vehicle, but c'mon, man... that's why these trannies grenade themselves at 200k.
| 2004 BMW 325xi ZPP/ZCW
220,000 miles and counting...