Sorry, but doesn't the blinking light in your instrument cluster attract your attention? IIRC, the turn-signal click is actually louder in the Z4 than most of the rental cars I've driven.
Usually when I lane change or make slight turns (like onto an on ramp) I just lift/push the lever far enough to trigger the signal without getting it to lock, and hold it for a couple of blinks. You can also get your dealer to program it so that doing so triggers the signal to flash three times, even if you release the lever. The previous owner did that on the M and it's really a nice convenience.
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