The 35i I purchased a few weeks ago had BMW as the first owner and therfore taken to be a 'demonstrator' and sold to the previous owner at 4 months old with 1300 miles. It is now 3 years old, 16K miles and with no warranty. So I have taken a chance, it was well specd. and had all the extras I wanted.
Modern cars do not require the engine to be 'run in', whilst I don't thrash it from cold, especially as it is a turbo, I believe there are sufficient safeguards built into the ECU etc to prevent most if not all shortcomings.
Too early to judge, but so far 'touch wood' no problems