It's not a bad idea to run the 8.5's in the rear for winter use. As you probably know, narrower is better in the snow. I ran snows in OEM wheel / tire sizes (245 front, 265 rear) when I lived in MN which looked great but I can see how a narrower tire in the rear would have been nice (I struggled with traction once the snow got deep). As stated above, the size and offset of the front wheels will make them sit 18mm further in on the rear. I would purchase an 18mm spacer (and extended lugs). Spacers are not a big deal as long as they are installed correctly. My opinion is that this is not a huge issue and you didn't make a bad move buy purchasing this set. You need not be concerned about your suspension settings; they are independent of your wheel sizes.
All that being said... If I need snow tires in the future, I would run a 18 x 9.5 square set with 255/40/18's. The ultimate traction would be weaker than your set-up but I would sacrifice a little snow traction for the dry traction benefit of the wider tires and extra sidewall height over 235's.
'04 E46 M3 - Jet Black - Sold
'08 E90 M3 - Alpine White - Sold
'13 E92 M3 - Silverstone II - Sold
'13 E92 M3 - Alpine White - Ohlins TTX, Fall-Line Suspension Arms/Bushings, AP Racing BBK, OE GTS Aero, Cobra Seats, Akrapovic GT4, GMG 4-point, BBS E88