Mine ( 2011 M3 sedan)rattles from the passenger and driver back door area from when it was new. I just think it is part of the "M" experience. My 08 335i sedan never made these rattles and squeaks nor did my wifes 08 335xi sedan. I ignore it, but I think it is due to a lack of insulation to keep the weight down.... I may be wrong though....
Still an amazing car!!!