I haven't heard of anyone looking to upgrade seats from different cars in the BMW lineup, the most common way of changing would be to change from the Z4 SE seats to the sport seats that are an option.
In terms of E46 seats, if the touring ones fit then the convertible/coupe/saloon ones will fit as they all mount at the same point on the body. If you did want a proper upgrade over the seats you get in a Z4 though, I'd probably look to the M3 as seats out of a standard E46 probably aren't much better than what you have in the E85!