If I hadn't already boxed them up and arranged for a return and refund from Bimmerworld I would let you give it a shot. Once they're on they look to be pretty hard to get back off without risking any kind of damage.
Anyway, I had a discussion with Bimmerworld and they were very understanding. I suggested they include on the product page that E46s with the ZHP wheels would not work for this product. I see today they updated the product page to state that these would not work with ANY E36 or E46. Makes me wonder if they had some of these models in the parking lot to test on. Maybe all the stock wheels are too shallow. The site says these are 7mm thicker than stock caps, so that would be a way you can self measure yourself before ordering.