Ok, fitted the E9X wheel and it's a keeper.
Original wheel that came with the car:
1.jpg
M-Sport wheel fitted earlier this year:
2.jpg
M-Sport E9X wheel fitted today:
3.jpg
And in the car:
4.jpg
Comparison between the Z4 and E9X wheel:
Diameter: same
Thickness: same
Interchangeable: yup, except for the airbag which is completely different both connector wise and shape
Wheel design: prefer the E9X
Wheel buttons: prefer the E9X
Texture: prefer the Z4 (is is nappa, whereas the E9X wheel is the slightly more shiny standard leather)
Paddles aside, I would have kept the Z4 wheel purely on feel alone, even though I think the E9X wheel looks better. Having the LCI paddles however was my original goal and a quick drive confirms it - night and day better than the pre-LCI paddles (and now match the +/- paddles in my DSG Skoda!)