there are good and bad remaps.
the bad kind comes from the people trying to make quick money, prices vary from approx £200 upto £700, all they will do is apply a generic fuel map that was created on 1 car with the same ECU/Engine combo, you may get small gains but they are useless realyl and can be damaging to the engine if they are very bad.
the good kind are made from scratch specifically for your car and your car only. prices vary massivly, i paid £150 for mine on my Marea Turbo but i was fortunate enough to know someone local who knew their stuff.
the process involves creating a map that maintains a (as close to) perfect Air/Fuel ratio all the way through the rev range, usually takes a few hours and can be done either on a rolling road or out on the road.
some people will take you out on the road when applying the cheap generic maps to appear more authentic, dont be fooled if they are just using a laptop and nothing else.
I'm unsure if the Z4 already has a wideband lambda fitted but i doubt it, someone creating a true map will have to put a pipe up the exhaust with a wideband lambda attached to get the correct ratio.
for an N/A car like the Z4 you will be looking at 8-10HP MAX, it will make the car smoother and the power band may become wider.
on turbo charged cars gains are usually 20-40bhp but can vary more.
Ry