i had the same issue with my 2004 545i. it was the mechatronix. bmw warranty. the SA knew what i was talking about just from how i explained it. he didn't even test drive it.

 

This might be unrelated but going into 3rd gear is routinely horrible in my 525.
Its like the car didnt mean to shift and hiccups into 3rd. It slips and the rpm jumps by 300 and the car just shifts really rough and pretty slow. Occasionally does it going into 4th as well. I notice it happening when going up very shallow, gradual inclines. I know the car senses the amount of incline on hills and adjusts shift points accordingly, so whats the deal? Only 48,000 miles on it.