Hey Rotelman,
I have done this in my car - '09 R36. From memory you just go into the vehicle setup in the MFD and select auto hold, and then opt for the 'on' position. Even if you unselect the button near the gear select, it will come back on again when you start the car again.
Not sure if there was a difference between models (I dont think so) but it is pretty easy to locate within the MFD.
Hope that helps....
Andrew
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