I know you fixed it, but just posting in case someone else finds this thread someday.
I've experienced the exact same symptoms on track before, and every time it turned out to be a problem with the wheel lug studs. If you are running the Factory lug bolts they may just be loose, but when running aftermarket studs, even when installed properly and with red loctite, they eventually wiggle themselves loose. Even with lugnuts torqued properly, it just doesn't hold correctly if the stud itself is loose, and only seems to show itself during braking...
(forgot I'm not on a BMW forum... for those with othe makes - BMW's typically come with lug bolts where the threadet part comes out when you remove the wheel. many people opt to change this to "thread in" studs and traditional lugnut)