This sounds like a real boomerang car. I was thinking about similar problems on other cars I've had in and wondered now if your car has genuine BMW wheels that are correct for the E39 or aftermarket fake M5 jobbies etc. I had a CLK Merc in with a vibration that would only show up under braking and I found the cause before I had even put a dial indicator on the discs. They were moody AMG alloys with spigot rings slightly bigger than the hub diameter. It was relying on the wheel bolts to centre the wheel. Swapped a mates wheels from his CLK over to prove a point to the customer and he found a genuine set second hand and that cured that one. They may also be putting extra stress on the suspension arm bushes if they are a larger diameter or different offset from standard in which case the cure may be uprated polyurethane bushes. Another thing I was curious to know is whether this car is an automatic. I was wondering if you are getting friction material transferring to the disc when waiting at traffic lights etc. It would be enough to give you a judder through pedals and steering but may not show up on the outer diameter of the discs so much when checking with a dti. I know this from working with a driver training company and if any of the drivers were to stop with their foot on the brake pedal after harsh braking a layer of pad material would transfer to the disc and you could feel it on their next run out on the track. Hope that makes sense and sorry if you've mentioned any of this already, I've only had a quick scan through the older posts.