I promise that I will eventually get over the fact that I bought an '07 Z4 3.0i recently, and will stop trying to analyze every single sound the car makes. I noticed a distinct hissing sound (like the sound a very thin water jet) whenever I step on the throttle. Even a slight acceleration causes this. The sound changes every time my gears shift (I have automatic gears). I do not hear the sound when I am not throttling.
Get out your drop light or flashlight and do a hand over hand check of the rubber intake hose, from the air box to the throttle body on the engine. Though your car is new(sh), a crack can develop on the rubber intake hose and cause a whistling sound on acceleration. This is known issue on M54 motors. Yes, you have a N52 but the principle is the same and I think yours is rubber also. Just a different design. I had the same symptoms and cracking on my wife's Roadster. If you already know what the problem is, then when you take it to the dealer (under warranty) and tell the service adviser what the issue is, it makes their job easier to fix. Noises are very hard for the techs to figure out. Hopes this helps a little.
