I believe there are two different types of ignition coils used in the e46. I easily installed the ones I had in the 2003 330i that I had purchased them for.
From the Bentley Manual:
"M3 and 2003-2005 models: New design compact Bremi manufactured ignition coils are used."
Attached is a closer picture of the coils I have and an image from the Bentley manual to show the kind you likely have.
Thanks for your interest!