Are 2006 models outside this issue? I have a low mileage (42k) E46 M3. If the fuel pump is one of the problematic ones, I'd rather replace it now than worry about a failure.
The owner's manual actually states damage can occur if below a range of 35 miles of fuel left which is interesting. Never had a 'low fuel' = damage warning in any of my owner's manuals out of 10+ cars I have owned.