i like this idea of converting, a little variety in bmw modding is cool, and this in my mind is tastefull if done properly,
finding an e46 m3 bumper is quite easy now-a-days, it seems most companies are trying to replicate or do something similar. the hood is the same on both models i believe, i read somewhere that they were the same, however dont quote me on that (maybe it was someone who did the same conversion and found a way of doing it) honestly its not been done that much so my knowledge in this is limited. mirrors are kinda tough, i havent seen any replica e46 mirrors for the e36, maybe there is a way to use the base of a stock e36 with the head of the e46 (sounds expensive).. grills are quite easy, just a little cutting involved. the headlight issue is kinda tough but might go well with the hood, there really is a lot of work to be done and its very expensive to do so. if i were you id find a company that can possibly fabricate all of your requirements and pay them instead of going to all different types of companies with requests.
now if money is no problem , may i suggest going with some sort of widebody kit for the car to give it the E46 M3 look? any other questions lemme know.