http://www.realoem.com/bmw/select.do?vin=LT27360
Plug the last 7 digits of your vin in to the above to get part numbers.
I would buy these parts aftermarket if possible. OEM bits are pricey.
I would source the undertray from ECS Tuning as an aftermarket piece and not go OEM.
The side pieces are not produced aftermarket as far as I know and neither are the fender clips. They are available at ECS Tuning, Turner etc for less than buying at dealer.
Edit, the tray is what ties the bumper to the structure, otherwise it flaps in the wind. If the tray is missing now just push on the lower middle of the bumper and see how much movement you have. Now just imagine air hitting it at 60 mph.