Never met a BMW "M" owner that would use less then 5W-50 synthetic. Majority prefers 10W-60, but someone uses 15W-50 or 15W-60 (where they are available). According to "M" owners 10W-60 better maintains appropriate oil pressure and burns less. Nobody discusses cold cranking: firstly, 10W-60 does not cause a problem to start at -20 C, secondly, the temperature below 0-10 C implies possibility to see snow or ice and in such conditions BMW "pilotes" usually do not fly.
Interesting here is no 0W-30 ACEA A3/B3 weight among BMW oils. Below is BMW AG - TIS dated 06/2003 (I indicate Part No. only for 1 liter bottle)
5.0 "Longlife-01" for all engines, except:
M43/CNG, S54, S62/E39 (till 02/2000)
BMW Quality Longlife-01 0W-40 , Part No. 83 21 0 144 456
BMW Quality Longlife-01 5W-30 , Part No. 83 21 0 144 450
ACEA A3/B3
Castrol Formula SLX 0W-30
Castrol Formula SLX Zero-W 0W-30
Castrol Syntec 0W-30
Castrol Super Racing 0W-40
Castrol TXT Softec LL01 5W-30
6.0 "Longlife-01 FE" for last generation engines only: N40, N42, N62, N73
BMW Quality Longlife-01 FE 0W-30 , Part No. 83 21 0 144 462
Castrol SLX 01 FE 0W-30
ACEA A1/B1
7.0 "Longlife-98" for all engines except:
M43/CNG, M54 (from 09/2001), N40, N42, S54, N62, N73, S62/E39 (till 02/2000)
BMW Super Power Plus 5W-30 is substituted by
BMW Quality longlife-01 5W-30 , Part No. 83 21 0 144 450
BMW Super Power Oil 5W-40 , Part No. 81 22 9 407 547
ACEA A3/B3
Castrol Formula RS Power and Protection 0W-40
Castrol Formula RS Road and Track 5W-40
Castrol GTX7 Dynatec 5W-40
Castrol Performance 5W-40
Castrol Syntec 5W-40
Castrol TXT Softec 5W-40
Castrol Softec LL98 5W-30
Castrol Softec Plus 5W-30
9.0 Motoroils for S54, S62/E39 (till 02/2000)
Castrol TWS Motorsport 10W-60 , Part No. 83 12 0 029 683
Castrol TWS Motorsport 10W-60 *
* Instead of Castrol Formula RS Racing Syntec 10W-60. This trade name will be used for the oil which will not have BMW approval.