I used high-temperature thread sealant for the job... though none of my bolts had come out, a couple were looser than the others. I removed and re-torqued all of them.
Thread sealant (hi-temp, available from all the auto parts stores) doesnt perform the explicit 'locking' function that loctite blue will, however, it is specifically designed for up to 450F temperatures, is designed to prevent threaded items from vibration loosening, and is readily removable. It cures slower, so it is a bit more of a pain, but I felt it was the right product for the job.
Loctite red is rated for high temperatures, but the removal torque required to break it is past the yield strength of those little bolts. Loctite blue surely works good, but given the thermal cycling that such a part of the engine goes through, and the potential peak temperatures that it might see, I felt the thread sealant was the best choice.
I used a bit of gasket sealant on the pan, so that it held the gasket in place. I used it very sparingly, because I had it and it makes things a bit easier... its really not necessary though, IMO, so long as you clean up everything properly beforehand, torque evenly, etc.
That said, my OE gasket was stuck on with something, likely gasket sealant.
For coolant, be sure to use BMW blue (G-48) or a G-05 chemistry (Zerex G-05 is good stuff). G-05 is VERY close to the recommended blue G-48.
JMH