Thanks for the advice guys. I think I've found the answer though. I'm a crap driver. Or at least, I've been carrying around some crap driving habits, especially in traffic, riding the clutch, not lifting my foot off the clutch pedal properly, and generally being sloppy.
Yesterday, in the middle of my second day of ownership I 'found the groove' by being consistent in my gear-changing technique(particularly ensuring that I lift my foot fully off the clutch between changes), and using proper 'form' the problem has eliminated itself, and I haven't had the problem again.
I also found that I had a tendency to grasp the gear-lever, holding it in its new position after the shift, and not release it.
For the first time I'm actually enjoying the driving, and I'm not terrified that I've bought a lemon
Now I actually find that changing gears is quite a smooth and sweet action that requires a bit of feel, but is very satisfying.
When I tell you that my last manual transmission vehicle was a 1981 Datsun 120y pickup, you'll understand that the difference in the driving experience is marked. Never having had a RWD 'luxury' sedan before I'm amazed at the road-holding and driveability in my 320i.
I'm looking forward to some great BMW motoring in the future.