Yes, but it requires BMW diagnostic computer
After a few years of having mine in celsius, I had mine changed to fahrenheit while my car was at Turner Motorsport having some work done. They have a BMW GT-1 diagnostic computer. Any dealership can do it, but I'd try to find an independant mechanic in your area that has either a BMW MoDiC II/III or GT1 system. The stealership will charge $100+ just to do this electronic setting change. Turner did it free, as I was having other work done, which was cool of them.
I suppose another option would be to buy a "new" climte control computer ($250), as they come in the default programming of celsius (that's why mine was in C for years). Obviously not an efficient use of funds though. Because the default setting is celsius, I'm sure there are many people out there who'd consider trading units so there's read an F and yours read in C.