My 08 E92 got a new thermostat at the 1200 mi service. Dealer said it was bad and replaced it, no prob. I thought that was kinda early too, but better now than later...
2008 M3 Coupe / DCT
// StopTech BBK 380/355 / Pagid RS29 / Motul / Apex Arc-8 / BFG R1S / Ground Control / MS filter / Performance spoiler / BPM tune // Road Atlanta 1:39.80 / VIR Full 2:10.87 / Barber 1:42.20