Had this conversation yesterday with a friend. I remember talking to a salesman who was trying to sell me a 5 series and when asked about the locking nut fitting he said they once lost one so tried one from each of the 25 bmws he had on the fourcourt and not one fitted.
On a brighter not I have heard that a BMW main dealer will be able to help out and quite possibly the AA (Sounds stupid but it's worth a try).