Second is notchy on this car man, be it from 1-2, 3-2 or 4-2. Plus going cross-gate from the middle is quite tricky too. This is quite obvious on the 4-5 shift. If you don't get it perfectly right, you can feel the notchiness (the lever hitting the sides of the gate, I guess), making it harder to go in smoothly. Second is the same way. Problem is the sweet spot is not at the end of the lever stop, so it's very hard to consistently get it right (in both 2nd and 5th). All other gear changes are consistently smooth as butter in my car, especially after I also switched to RP Synchromax oil.
I've never grinded a gear, but have never shifted aggressively either (like on a track). It's just a matter of programming your brain to givie more time to the 2nd gear shifts (both up and down) to avoid releasing clutch too soon and grinding. I've driven 3 M3s, and all 3 cars behave like mine, so it's the nature of the beast. And most of the many manual cars I've owned had a notchy 2nd, so it's not uncommon. Only car I've driven (but not owned) that didn't notice this behavior was on the Porsche Cayman S and 911s. Best transmission IMO, but not a great shifter, although it does the job perfectly. Good luck.