My dealer does not drill m3's by default. You have to talk to your dealer - I think many of them get them attached at the port and not the dealer, and your dealer will need to intervene.
They make you sign a document that acknowledges that you told them not to and that they are delivering you a car without the legal requirement, but I haven't heard of any dealer not complying.
One trick, btw, is to keep the temporary registration sticker on the front windshield even after you get plates. From the front, your car will just look like a new CA car. From the back it has a plate. A cop would have to be really paying attention to notice. This is pretty common in my experience.
It doesn't help when a parking officer is paying close attention to your car, as I found out. But it should help the casual drive-bys of highway patrol.