I never do. After you shut off the car, you should hear a soft humming noise. That humming is the noise of the electric motor pumping coolant over the turbo(s). The car does the job for you
You think the yuppies who buy thousands of turbo BMW cars really know anything about letting a turbo cool? Done this for 4 1/2 years so far, and no turbo problems (yet... knocking on wood..). Only time I ever let it sit is if I really drove it HARD. Like.. burnouts in my driveway, etc.