Well, remember that I'm some rando on the internet, but I'll throw the idea out to first get
Bimmergeeks Protool and play around with personalizing the car to your tastes. Zero performance gain, but some nice features.
Then move on to the transmission and use
xHP to improve the shifting. ZF8 is a great transmission but it's tuned for economy and comfort for the elderly.
BTW, do a transmission fluid service... you should be on your second one at this point, and unless documented by previous owner, you're very over-due!
Then like you mentioned, a stage 2 along w/ intercooler and quality CAI to delete the lame intake routing. Then after that the sky's the limit at how much you want to throw at the thing. Maybe a brake upgrade if you're adding on extra hp. What goes fast needs to stop fast.
That's my order of operation!