I get steering wheel wobble when I apply the brakes (usually when slowing from say, 60mph to 40 or so) I've also noticed a grind when I apply the brakes coming from what I think is the front passenger side wheel. It grinds a bit when I turn the wheel, too. Any idea what's going on?
Perhaps you have a rock Perhaps you have a rock trapped in there. It won't be the first time this has occurred with a disc brake set-up. Jack it up, remove the wheel and give the rotor a spin to check it.
Warped Rotor? Applying the brakes and feeling a wobbling/pulsating is sometimes a rotor that's warped. Your car is so new its not too likely but it could be possible, especially if you've done some extremely hard braking from high speeds. Grinding might be debris in stuck in the caliper/pad area? you should be under warranty, I wouldn't worry, take ot the BMW dealer.
Driving style can warp rotors Driving style can warp rotors too - sometimes lazy-footed left-foot brakers don't keep the left foot planted on the dead pedal, and it can be easy to drag the brakes slightly without realizing it. Also, indecisively braking might warp rotors - braking slowly more than need be over a long distance, or, the other extreme - overheating the brakes by braking too late and having to brake very hard, and/or doing that multiple times with no chance for the brakes to cool off. Grab a flashlight at least, and look at things, with the wheel turned as much one way as possible, and then to the other extreme. See if there's anything you can observe.