I have experienced this issue for over a year now. I think it's louder in winter.
I really appreciate your input since I want to see what part I need to look at.
Mine is M3 2010 GT Sedan
In my first-generation Ford Focus (the previous version of the same chassis design used by Mazda for the 2010 3) I had a similar squeak. It turned out to be failing joints in the front sway bar end links. This is so common in that Ford part that dealers keep the links in stock... even though this sort of part should last the life of the car.