i had the same problems bleeding my system.
i always do it with the heater set to the highest temperature setting, fan on low. i fill the expansion tank through the from the cap opening, usually with the car running. let it run a few minutes unitl it gets hot. turn the car off letting it cool down. check the tank after its cooled a few minutes, where its not boiling over. fill as needed to correct level in the tank. repeating this process a few times, maybe 3 -5 times. i like the drive the car after i feel its as full as i can get it, getting the coolant fully circulated. i let the car cool again, check the level and usually have to add half a gallon after the initial bleeding process.
it does seem really wierd how BMW has this same problem even with the 6 cylinder engines. my neighbor was telling me of this same problem with his 525i. after doing the bleeding and filling process, i've driven my car to work and back and then needed coolant added again, promted by the low coolant level message. only time i had to do this was when the coolant hoses busted and i had to replace them. did this twice already.
if you keep having this same problem, you will need to have your system tested for combustion prescence in the coolant to determine if this could be a head gasket leaking. other common problems can be a leaking intake manifold, usually wont see a leak though but can give this problem. sorry for the late response. did you find anything out though? as i see you posted days ago.
color: anthrecite metallic
wheels: style 89 E66, 19X9F 19X10R
ext. lighting: 8000k D2S & LED plate light
*want to get sport rear diff*