I'm a 335is owner that came from an E46 330xi. I can tell you that other than the BMWCCA there isn't a lot in KC just for BMW's. There was a group on e46fanatics.com that would meet once a month during the summer months. Predominantly the people attending are driving E46 BMW's which you may or may not care about. You show up in an E9x M3 you'll likely be top dog in the group.
They were really good about mixing up the meeting locations so as to hit most of the metro area.