Needing to let the turbo "cool down" isnt a big deal anymore like has been said.
It used to be a huge issue and was the reason why turbo timers were all the rage when people started boosting every car out there.
I have a big turbo MK4 GTI and after beating on it nice and good I do let it cool down before turning it off.
My 135i though? Nah, its good. Beat on it then idle maybe a minute once i get parked then off it goes, same will be the case for my X3 when it comes in a couple months.