Cross drilled crack between the holes. The holes are there to let that layer of hot gas that builds between the pad and the rotor out faster. Unless you are doing heaps of track days, it's just not worth it. BMW rotors are very good. As stated before, good pads, good fluid and braided lines will be everything you need for 99.95% of your usage.
Did you fit your front spoiler? It should have brake ducting to help cool your brakes. If that is not there, I'd recommend fitting them. Your rotors should also be vented ones, I'd expect.