The first problem is that the stock BMW alarm doesn't flash the corner lights, it only chirps the alarm. If you modify the alarm to flash the parking lights, then you're set, that is if your halos are wired to the parking lights. On and aftermarket alarm you may still have problems if your alarm is wired to flash the turn signals instead of the parking lights.
A simple trick would be to wire your 12v+ siren output, by way of a diode, to your running light wiring. That way your running lights and halos would flash when the alarm chirps, but would light solid when the alarm is going off. Not a great solution either, but it's an option.