Try this
Do NOT leave the system on AUTO.
Press the manual airflow selection buttons till you get just airflow out the centre (chest height) vents (Top left and top right buttons with lines pointing and little person. See pic)
In AUTO a LOT of the airflow goes to the foot well, windshield and window vents.
This drastically reduces the feeling of cold airflow, just as you have been feeling .
Give it a try, makes a huge difference in other BMWs ( Havent tried it in F15 yet bit should be the same). I hardly ever leave the system in Auto because of this.
Pic from another thread