sounds like that can come from a variety of parts.
1)antiroll bar bushings. especially for those who have upgraded their ARB, which normally comes with silicone or PU bushings. they are tougher but require more lubrication. sound usually comes out when going over humps, or one wheel going over a hump/slope. slapping grease on will solve the problem.
2) knocking noise from the front. it could be your steering control arm link. the bushings on the link are worn out and the link needs to be replaced. short little piece of metal. quite cheap. Those who have changed to coilovers should receive an aftermarket part replacement for that. so check before you order BMW parts.
3) knocking sound from front or rear, when going into reverse or forward, for one time. could be brake pads shifting under the caliper while braking. happens only once in each direction of travel. Cant do anything much about it.
4) knocking sound when going over undulating roads, humps, beginning of a slope. Could be your springs shifting on the spring seats. the spring seats are made of rubber and may have worn off. those who change to shorter springs may feel it too. those on coilovers may experience the same, when the spring seat, usually made of teflon gets worn off and shifts around under stress. change out that part.
5) others. Top shock mounts, loose dust covers on bushings, worn out lower arm ball joint bushings, etc all can contribute to these knocking noises too.
unless the entire bushing has dropped out, all of the above symptoms are safe. they only cause noise and irritates. But it's a sign of wear and tear too. otherwise, car is still safe to drive.
other sounds like:
1) creaking when turning steering, means low power steering fluid level, or leaking power steering hose,
2)whirring sound, means wheel bearing end of lifespan already.
basically you cannot pinpoint anything sitting in the car and driving it. best is to hoist up the car and visually check for where the noise is coming from.
as one is not allowed into the PML workshop, these problems are best solved at an outside workshop, where you and the mechanic can do a once over together under the car (sounds kinky), and pinpoint the origin of the noise. Possible outcome of bringing into PML is that you spend time to send car in, they look at it in workshop, find nothing wrong, return you the car, you drive away and the noise is still there. repeat process a few times, and your fist print will end up etched on their table. With an independent workshop you can pinpoint which part is faulty, and if it;s still under warrenty, drive into PML and tell them straight to focus on that part.
hope this helps.