Hmm. How fond are you of that Nav system?
Others have asked the same question. My recommendation is to talk to a local custom car audio shop and see what they would do as far as installing an aftermarket stereo. If it's a high-end shop, they've probably dealt with this one already.
Remember that the empeg is like any other DIN-sized aftermarket stereo as far as installation is concerned. If BMW wants to make it hard to install an aftermarket stereo, that's their call. I'd check BMW-related bulletin boards and ask the question more generically: "I want to install a DIN-sized aftermarket stereo in my bimmer. How can it be done?" You'll probably get better answers that way.
Otherwise, check the FAQ section at www.riocar.org for installation information that's specific to the empeg.