Hub centre rings
I had this issue and had several local tyre fitters balance the wheels to 0. Finally, one of the folks spotted that there was play between the non-standard wheel and the hub i.e. they put wheel on car with one wheel bolt finger tight and there was vertical play. Solution was simply to buy hub centre rings as the wheels were designed for the slightly larger E39 5 series hub. If I hadn't been able to do this and resolve I was definitely going back to stock as I hated the shimmy and it irritated me immensely ....