Don't get me wrong - I got a ride in an E92 M3 on the track two weekends ago, so I realize its stock brakes are hold up better than ours. That said, I was looking into issues with the sliding calipers they use and found this thread:
Why does BMW not use Brembo brakes - M3 Forum 2010 2009 BMW M3 2008 BMW M3 BMW E90 M3 E92
Their brake problems, in the end, don't sound that much different than ours. The brakes definitely have a higher tolerance, but for serious track work, they aren't enough. That made me feel a bit better about the Z.
Also funny - there are a few people on that thread who are doing full StopTech kits for looks alone. E92 owners have a bit more money to burn than most of us.