Hi James,
I experienced the same, mainly when the gearbox was well temperated after some driving.
I found a recommendation to change to a oil with higher viscosity in hot condition and filled in Castrols MTX 75W-140 which complies with all BMW requirements. I do belive the original fill is 80W-90.
Switching gear became significantly more smooth in warm condition, also downwards. I hope its better for gearbox, it definetively is for the peace for my mind!
One more aspect that might be right or wrong (would appreciate others oppinions on that):
Lot of gearboxes have shown oil leaks towards the clutch which triggers a very comprehensive (and costly if not covered by warranty) repair.
I tend to believe that such leak would most likely occure when everything is at working temperature the oil is much thinner than at ambient temp. and there might even be over pressure in the gear box (not shure if there is a breaher).
I would expect that an oil that maintains its viscosity at working temp. (not getting too thin) should be less likely to leak through.
This make me believe that my gearbox is better off with the 75W-140.
Regards
Joerg