In looking at tire pressures, you should know that the pressures that BMW recommends for the US are higher than the same vehicle recommendations in Europe. Because we Americans can't be trusted to check our tire pressures on a regular basis, it is safer to recommend higher tire pressures in order to reduce the likelihood of driving on dangerously underinflated tires. Thus, the 33/41 you are looking at is higher than the European pressures for the same vehicle of 29/33 for four people or less.
Note too that the front to back differential is higher in Europe than in the U.S. This is done not because we cannot be trusted to check our tire pressures, but is instead done because we cannot be trusted to handle a car when driving quickly around corners. The additional 4lb front to back differential in the U.S. is intended to induce understeer, which is less likely to get the inexperienced driver in trouble when driving fast around corners.
I've been running 36 all around for a little while, but I have some wear on the outer edges of my front tires. I think I'm going to try 32/36 for a while.