I have an E93 and I can't say I notice a big difference between that and my Z4MC in terms of steering feel. The E93 seems to have sharper response, but the cars are different weights and shod with different tires so that might be subjective.
As for the Cayman, well, just fuggedabodit. You're not going to get anywhere near that with a Z4. I have a 996 and the steering feel reminds me of my old MGBs and Minis (real ones not the BMWs). P-cars with hydraulic racks are in a class by themselves.
All of that said, I like my Z4MC steering just fine. I'd recommend replacing with stock parts first. If that's not enough you can always swap in something more aggressive. Just don't expect to match that Cayman.
