This is why I've given up on "detailing" the M3. Unless you go with wet sanding, you'll never get the orange peel off. Why spend 500-800 bucks on a full 3 step when it still wont have that glass just detailed look.
The Orange peel on BMW paint is a huge bummer. I got to see the new M5 in person at laguna seca in Monterey, after being wowed by the car initially, the second thing i noticed was the terrible orange peel on that beautiful blue paint.
BMW needs to fix this in my opinion.