You'll be able to get one from BMW direct for not big money, I got a new tool roll and spanner when I first got my car, although I can't remember exactly how much it was, sorry
A complete set will set you back about £50 if you buy it from the dealer.
There's are a few on ebay, but they're not Z4R-specific - i.e. they'll have extra bits, but won't have the allen key, which can be picked up elsewhere if you consider it important.
You could go all fancy and get the 'Driver Utility Set' for £84 Toolset in a sturdy nylon bag. It contains selected tools bearing the BMW logo, such as case with chrome blade and 16-piece bit set, chrome plated keys and double-foot chrome polished combination pliers. In addition: high-quality pocket knife, flashlight and nylon gloves. Selected tools offer a wealth of uses both at work and at play (they are not just used for repairing cars).
Or go even more fancy and the the =http://www.cooper-bmw-parts.co.uk/...m_virtuemart'Driver Utility Set PRO' for £178 Tool and outdoor set in an exclusive, sturdy nylon bag with embossed BMW logo. It contains selected tools bearing the BMW logo. Contains standard tools as well as selected outdoor components (cutlery, cups, Leatherman Juice s2,etc.) for use at work and at play (not just for repairing cars). Ideal for an impromptu picnic. Nylon bag shock-resistant thanks to hard shell, easily washable, ideal for outdoor use. Supplied package with BMW lettering: such as the case with chrome blade and 16-piece bit set, chrome double foot keys, LED headlamp and nylon gloves. In addition, an original Leatherman Juice s2, including travel cutlery corkscrew and bottle opener and two telescopic drinking cup made of stainless steel and two cloth napkins included. In an exclusive, dimensionally stable nylon bag with embossed BMW logo available.