Hey guys,
Back then when I check I didn't find any info on setups for wheels & tyres for racing for E92 335i so now when I have test it and verified I decided to share my experience with you.
So for time attack I think its reasonable to go with square setup so you can get the max out of the tyres and rotate them if needed.
Best option for slicks will be to go with 18" wheels (more choice and usually cheap to find used from racing teams). Best wheels setup (thanks to Apex) is 18" 9J ET30 - this will no rub on stock setup (with some suspensions you may need 5mm spaces in front but I didn't with KW V2/ST XT).
For the slicks - go for 250/640/18 (650 or 660 is too high and won't fit!). This tyre is the equivalen of street 255/35/18 which also will fit and is the max for front as well as good enough for rear (with all traction system off I haven't even spin on the track with this setup & used slicks

).
Cheers

Location: Europe, Bulgaria
E92 335i, 2007, manual
Mfactory helical LSD, ST XA Coilovers, EBC Grooved Discs + Yellowstuff pads + Goodridge lines, 313 Performance wheels, OEM turbos
JB4 + Rev3, MHD JB4 BEF, BMS Clutch stop, Custom ©atless dоwnpipes, VRSF 7" FMIC, VRSF CP + Tial BOV, VRSF OEM Silicone inlets + OCC, Yokohama AD08R, BMS CDV
396 whp, 639 wnm (471 ft lb) 93-95 Pump gas, no meth, no ethanol