I sometimes used to feel some notchy shifting when driving my son's 2011 M3, but now I do what I used to do with my '09 Corvette ZO6 before starting out on my drive, and it works for the M3 as well. While waiting for the engine to warm up a bit from a cold start, I push the clutch pedal in and row through the gears a couple of times. You will feel it loosen up as you go through the gears. The notchiness will be eliminated or nearly so when you start driving.
'12 Porsche 911 GTS Cabriolet; '11 BMW 335is Convertible; '08 BMW 535xi (family vehicles - '11 E90 M3; '11 Audi S4; '08 Chevy Tahoe; '02 Chevy Suburban)
Favorite Cars Gone But Not Forgotten:
'09 Corvette ZO6; '04 MB S600; '01 BMW 740iL; '90 Nissan 300ZX 2+2; '89 Jeep Grand Wagoneer; '79 BMW 320i; '79 MB 300D; '67 MG Midget