Originally Posted by pavo335
You can't buy one, as they are keyed to the lock nut, you need a set of four
Not true. I picked up a singular locking nut today from Kings Way BMW.
OP: I realised the same thing last weekend, went to BMW on Tuesday and they had to order one in, arriving on Friday. You can just tell the spare parts manager which number locking nut you need. $20.
edit: if the rest of your bolts are fine, its ok to drive around missing one.