Righto I have been down to pester the guys at the parts counter to see what connector I needed. They wont advise as the part "Wiring Harness" 61116902951 "is not designed for the E85/Z4" so BMW wont help or advise on what connectors you need for liability reasons

However what they will do is sell you a selection of connectors for you to figure it out yourself. Thanks Naz you the man!
So here is what I found out
Part number 61138364844 is the female end that fits the fuse box connector x11004 and also fits the "new" style centre console connector part number 61136954535
If you have the Old style Connector Part Number 61138380728 then you will need part number 61138369644 to go into the centre console end.
Old style connector with the square holes, The new style has a rounded bottom and flat top on the holes.
New Crimp and part numbers for the connectors (Old Style)
Wooo!!!! Heated Drivers seat!!! Now just need to do a deal to get a passengers seat.
For anyone who is looking to do this in the future I think you can avoid buying the Wiring Harness 61116902951 as you only need the Red-Violet cable from that and you can make it up yourself using the following part numbers and an appropriate crimping tool. If you don't care about the cable colour (its Red-White and not Red-Violet)
For the Old Style centre console connectors. Note same description but different part numbers for the crimp connectors.
Cable red-white 4,0 MM 61126940164 (Priced by the Metre)
Socket contact ELO-Power 5,2x0,63 61138369644
Socket contact ELO-Power 5,2x0,63 61138364844
For the New style centre console connectors
Cable red-white 4,0 MM 61126940164 (Priced by the Metre)
2x Socket contact ELO-Power 5,2x0,63 61138364844