I live about 5 minutes away from them. 1/2 the time they don't have the parts I'm looking for. There's another recycle yard a few blocks away, B&M&W that I sometimes have to go to if Bavarian doesn't have what I'm looking for. All the yards are a bit overpriced, but the parts are generally in very good shape. I've lucked out a few times at the (Import) Pick-n-Pull, but generally all they have is crap, mostly old M10 powered 318i or 325e's.
The parts cars in those auctions are priced so high because they are worth more as parts than as complete cars (lets face it, no one wants to part out a perfectly good E30).