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I've driven the GTR and Gallardo, as well as Z4 at the speeds you are describing and I didn't find the Z4 to be noticeably worse in terms of being "twitchy" or "rolling" at high speeds.
My gut feeling is that you are gripping the controls too tightly or are jerking the steering around and are contributing to the "instability"... Try relaxing your grip on the steering wheel and moving the wheel more gently?
Another thing is to check your alignment. Rear toe setting might have be out of spec.
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