I don't think there have been any changes to the non-paddle steering wheels during the e9x production run that would affect compatibility. If you want to be 100% sure, you can do some comparisons between years at
http://www.realoem.com/. If you have an early 2006 steering wheel without the bumps on the rim, keep in mind that likely has a different part number than the newer ones. It was a change made during the '06 MY production run, I'm pretty sure.
Have you considered upgrading to an M-Tech or M3 steering wheel? I just installed a pre-enjoyed M-Tech wheel a few weeks back and while the added thickness took some getting used to, the higher-grade leather feels a lot nicer. Just a thought...