I can answer the second part...
Yes the heated steering wheel was/is very rare here in the UK, it was only an £155 option when new.
Having done so many cruise control retrofits I get to see a lot of them (in the region of 500+ now) and this is a very rare event to have to fit a cruise control lower cowl with the heat button, I've probably only ever done 4 or 5 in all my time doing this.
I've got it, but then mine was a retrofit of the wheel. It's a relatively straightforward retrofit to do the heated wheel, the parts are fitted and wired together and then a power supply, no coding and no interaction with any other system.
On the subject of original options, you'd be amazed in the differences as to what the original owners opted for, and what they considered was important to them. Another rare thing to see is the cloth interior, obviously this is the standard (on the 23i only) but with the option of leather (leather was standard on all other models) and it seems most people went for the leather, but I have seen it before, but considering between 2009 and 2011 (23i model run) it was the most popular model in the E89 Z4 range.
Some popular options are Heated Seats, Auto Wipers/Auto Lights and Bluetooth. I've even seen iDrive opted cars without Bluetooth and/or the centre console USB port.