Check the intake boot from the air mass meter to the throttle body. This sometimes crackes in the area of the small elbow that connects to the idle valve.
If that isn't the problem and your pretty sure there is no other vacuum leaks I would replace the crankcase vent valve,(it controls crankcase vapors and the diaphram inside it can tear and cause internal air leaks). See if taking the oil cap off effects the idle greatly. If the oil cap is hard to get off because it is under suction then the valve is definitely bad,(even if it isn't the valve could still be bad but it's one way to know for sure). The valve is located under the intake and there are 2 large plastic lines going to it and one line goes from the valve to the dipstick tube. These lines also get brittle and can cause leaks.
Let me know if there are any other questions. I will be at work all day....if i get a chance i will respond but if not it will be after 6:00.
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I have never seen a BMW with a mist from the AC vents at startup??? The only idea i have is perhaps there is moisture in the heater box. Check and make sure the evaporator drains are dripping water under the car after the AC has been running a while.