Hi
I have tested a few Z4 models for this issue and always found when a customer complains of steering issues and also refers too temp as a factor that the EPS unit(Electric power steering) has to be replaced.After replacing these units i have always had positive feed back from customers.The EPS unit is a all in one unit and the only way to rule it out is to replace it i would ask your local dealer to submit a goodwill claim for this item due to the low mileage covered by the car.
Regards Steve
BMW Technician
city & guilds - Bmw Senior Technician