Weird. All the R32s have this issue due to the design of the fuel line, but I've never had this issue in my M3. Even with my R32, there are some stations that work fine (Mobil seems to work better), but many that will not. The "fix" is the same, as others have suggested, turning the pump handle up 180 (actually about 160, letting it rest against the fuel door). Even doing that, I've never had an issue with the pump shutting off properly. Since this seems rare for M3s to have the issue, I'd take it to the dealer.
2011 Jerez Black/Fox Red E90 M3 DCT, ZCP, ZCV, ZCW, ZP2, BMW Apps
2004 VW R32 (track car)