Hello .. bad luck with this ... I have owned the following 3.0i E85 z4 roadsters .. 2003 merlot red / 2004 grey / 2005 silver model / then a 2003 model.
Both the 2004 and the 2005 model had sticky steering issues which is normally the servo drive in the steering column, the design was poor and internal lubrication grease and bearing clearances where to blame .. Also the electronics can age and cause this problem as well. Both of these cars had the column changed. Lucky for Z4M owners they use hydraulic steering which is pretty much problem free.
On the 2006 models and newer the steering column was redesigned, the part number is now the same for the older models as well. Just hope my 35is E89 has this issue sorted once and for all … or I will be going back to a Z4M roadster. Good luck and let us know how you get on, if a dealer changes the parts you should get a 2 year warranty on the parts as we do get this in the Uk.