I went through Pentagon in Germany. I didn't even try to do the Individual option, but I don't see why you shouldn't be able to. Talk to André at Pentagon. He can probably swing something for you. And I agree, don't settle for anything when you're dropping this much $$ on a ride. Make it EXACTLY how you want. Hopefully it works out for you!
2012 E92 M3 | MW | DCT | KW V3 | Edition Cosmetics | 19" MORR VS8.2 - Brushed w/ Tinted Clear | F1 Pinnacle 35%