Our 530i with 9000 mi. is in for service second time with same problem. When at home it runs rough for approximately 30 seconds (and sometimes stalls out) during cold start -- after cooling down overnight. Doesn't do this with warm engine. Dealer hasn't been able to duplicate problem after sitting overnight at dealership! They have sent a PUMA request for assistance to BMW in NJ.

Anyone else on the board have experienced this problem?

 

sounds like a faulty idle air control valve. Hard to tell without seeing all the engine operating values. They should be able to figure it out but it may take some time, be patient!