A final update to this thread ***possible solution***
I've noticed that since I went through and changed the driveline fluids (trans, front, center, and rear diff) that this problem has gone away. The only other thing I did that was possibly related (but I doubt it) was that I changed tires. Now, I suspect that changing the center diff (well, transfer case) fluid fixed this problem.
I used Redline 75W90 at the ends, Redline MTL in the transfer case, and BMW OEM (Castrol Dextron 6 - $11 at the dealer, $3 or $4 elsewhere) for the transmission (I have the French GM slushbox). I hope this helps someone else, please report if it does!
(Biggest peeve about the car - the Tiptronics in the Audi's shift opposite to the BMW's; it can be embarrassing!)