BMW's recommendations are on Page 108 in the Owner's Manual.
Here ya go:
http://pages.bangor.ac.uk/~pss826/Z4_OwnersManual.pdf
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Some dude I met in a car forum told me the best thing is to put the car in reverse, floor it and dump the clutch. Do this 10 times every morning for the first 1000 days you own the car. He told me he's been doing this for years and his cars are the best anywhere.