At a minimum, I'd protect the headlights. About $1k easy if one gets cracked and I don't think you can buy the lenses separately.
I wouldn't worry if you are in a group where R compounds are allowed. I'd use some painter's tape if there are no tire restrictions since R Compounds tend to fling a lot of debris.
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2018 F30 320iX Melbourne Red
2011 E90 M3 Monte Carlo Blue
2004 E46 M3 Imola Red
2000 E36/7 Z3 Steel Blue
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