Absolutely. All US Mz3's are pre-wired for heated mirrors, even though it wasn't an option on any trim level in the US from '04-09. You have two options to choose from depending on how handy you are and how much you'd like to spend.
Option 1) retrofit your current mirror housings with heated glass. You have to install wires from the mirror side of the harness plug to the glass itself and then just swap out the stock glass with heated glass.
1a) Buy the OEM heated glass for ~$40/side
2a) Buy aftermarket glass from thespeedline.com. This glass is blue tinted (to reduce glare), has a convex outer edge, and is heated throughout vs. just around the edge like the OEM ones. ~$90 shipped.
Option 2) If you prefer you can buy heated housings. Unplug the current mirror, remove three bolts/side and stick the new housing on. Viola you're done in less than five minutes.
2a) Get the OEM housings for ~$200/side
2b) Get aftermarket housings from thespeedline.com that have the same glass noted above plus come with turn signal covers, puddle lamps, and are power folding.... can't remember how much they are, but they're pretty pricey.
I initially installed the OEM heated glass, then later replaced them with the glass from thespeedline. I've installed multiple sets for people near me and am down to about twenty minutes a housing from start to finish, so it's certainly doable. Check out my
WALKTHROUGH on installing them and if you have any questions let me know.