Wow, I do not own an e9xM3.. But I have definitely noticed this on the 335.
I think it's the way the new headlight bulbs are situated. Is it D1S or something like that?
Anytime I go over a bump i see the headlight beam shaking. It's highly annoying.
My older e46m3 did not do this. When on it stayed exactly level. I'm surprised no one else has noticed this.