Confirmed! It was that hard cover over the struts (Under the cabin filters). I think I got overly excited and damaged one of the metal clips that holds the hard cover... Anyone know what part number? I'm going to head over to realoem and hopefully it'll be obvious...
I managed to significantly reduce my thumping by tightening this. But because it isn't 100% secured, I still get the thump from time to time. If I can't find the part, I'm just going to add washers and some nuts to a bolt (Ghetto, but I'm pretty sure it would be way more secure).
Edit: I found it. It's part #17 from here:
http://realoem.com/bmw/showparts.do?...28&hg=64&fg=10
I don't know which one it is, I'm assuming body nut. But as guyp mentioned, #17 and #18 were loose on my car...