I have just ordered an iPhone 4 Media Snap-in Adapter for my X3 2011 35i car from this page:
OEM BMW F25 X3 Apple iPhone Snap-in Adapters
iPhone 4 - Media (6NF or 6NR, from 9/2010 and up)
$210.00 + shipping/handling + customs
They have them in stock and it should be shipped to me in Canada in a day or two.
I have exchanged messages with them and they confirmed to me that this is that newest adapter 84212199392 part number.