I think with more modern engines you don't have to be as careful, but this is what I will be sticking to when mine comes:
- 500 miles on light throttle < 3500rpm
- Varying engine speed as much as possible
- Above 500 miles, increase revs by 500rpm after every 100 miles or so
My brother-in-law collected a new M135i in May and he was told running in wasn't necessary, give it beans from day one! However I still think that if you look after it in the early days, it will be less likely to give any problems further down the line.