Not to my knowledge.
Lynn feels the cold really badly, but she simply has her mother open a portal to Hell before we drive off and swears it keeps her toasty.
Downside is finding the odd Demon or two when valeting the car.
I feel the cold dreadfully too, especially arms and hands so I must say that the speed that the seats heat up on high setting and the steering wheel heating have been well-used this past week.
I find both the seats and steering wheel heats up very quickly and even on the lowest setting, gets toasty. Often switch the steering wheel off after a few hundred yards once the hands are warm, and it stays comfortable for ages.
I have to say that having heated steering wheels in a Volvo and a Mazda previously, the BMW ones are by far the best. My old Mazda only heated half the wheel (the bits I don't normally hold) and the Volvo took forever to warm up. The BMW heats the whole wheel and is pretty quick IMO.
Heated seats, steering wheel and air collar in the seat make my BM a good place to be in this weather (apart from the summer tyres on the cold roads which make it a little lively).
It’s not an option on the Z4, I’m in two minds about them, I didn’t use it much when I had them in the Mercedes as if it was cold I’d have a coat on with the top down, however it would have been nice to have the choice
At least my M40 has a heated steering wheel. My A3 cab had neck warmers and it’s the one thing I really miss. Used the warmers a lot more than you might imagine. Shame BMW dropped the ball on this option.