Actually I believe you can get tranny software that reprograms it to shift much quicker.
I'm not positive this is correct, so don't hold me to it, but I'm pretty sure the reason there's a delay is when you downshift (for example), the computer has to analyze your situation and see if it's safe to actually make the shift. For example, it wouldn't let you downshift into first when you're going 60. That calculation is what causes the lag. I'm also pretty sure the tranny software eliminates that analysis and shifts immediately (regardless of the danger), however being a shifter in a straight line like that, if you slip and drop it into 1st going 60, you'll find yourself buying a new tranny/engine. That said, it might be worth it to keep the delay. hah
I used to drive my 328 daily, using steptronic constantly, and I actually got pretty good at timing it, so I could shift it always close to redline, but it's not going to be the same as a true manual (just bought an m3 manual last friday).
Haha, good luck with that, and, of course.... welcome to UB!