The side gills are $52 each from bavauto.com:
Left gill -- Part # : 51 13 2 694 607
Right gill -- Part # : 51 13 2 694 608
You can also buy them in sets from jlevisw.com, although they carry "special" versions:
OEM Carbon Fiber
set for around $200
for $125 a set
Blackout side gills
without M3 logos for $90 a set.
On top of that, you will have to get a body shop to cut holes in you fenders without messing them up. Another option is buying and retrofitting M3 front fenders on your car, whicih would certainly require a new bumpuer and or bodywork (I will not search the web for the fenders. If I were to guess, bavauto carries them, and so doe syour local dealership). Furthermore, you will most certainly will be made fun of for putting something so characteristically M on your car. Nevertheless, it is your car and your money. What matters is that you like it and are happy with it.