I changed my mirror a little while ago (because it was rusted) but here is what I saw.
There are 4 wires going to the mirror motor. BMW spliced into 2 of those wires (can't remember which colour they were). The 2 wires coming off that splice get plugged into 2 small connecting points on the mirror. So, I think you can convert to heated mirrors but you would need the mirror piece with the connecting points and you would need to do some splicing.
That's just from my observations though, I really don't know if it will work.
<img src='http://www.geocities.com/royb9t8/MY_BMW_2.jpg' border='0' alt='user posted image' />
<span style='color:blue'>My ass may be dumb, but I ain't no dumb ass!</span>