It's normal with a new car. Mine had it after the track day at Road Atlanta. When I put the stock pads back on I noticed some of that anti-seize lube inside the wheel as well. If it continues or gets worse I'd have the dealer look at the inner caliper boots. My Z4 M Coupe had a defective caliper boot and the dealer had to do a simple rebuild (under warranty) to fix it. High heat and/or the boot didn't seat during assembly but it's nothing to worry about.
It's great to see a dirty 1M. There's been waaaaay too many pics of perfectly clean ones!
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Dan Parker
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