Fell for this one myself once.
If you cannot find one at your BMW dealer, find somewhere or someone who works on old English bikes. The nipple holder is a standard Bowden part.
The nipple holder is usually lost when the cable breaks and the nipple holder, relieved of tension vibrates free and escapes. A way to prevent this, or at least slow down the process is to use heavy axle grease as the nipple holder lubricant, if/when the cable breaks, the heavy grease will retain the nipple holder.
As Montmil knows, under the tank master cylinder /6 & /7 have two of the little blighters, although I am here to tell you that when your brake cable breaks, the whereabouts of the nipple holder is surprisingly low on your list of personal priorities.