It should be:
- Engine oil
- Differential oil
- Gearbox oil ONLY if 6MT; DCT is "lifetime"
- Disable "break-in mode", which for the first time on the M5 is a special ECU mode.
For engine oil, make sure they don't use the 10W-60 oil that almost all other M cars have always used.
Since it sounds like this dealership doesn't know what they're talking about, you should stress this. The X5M, X6M, 1M, and now the M5 all use I believe 0W-30. Verify that exact viscosity in your owner's manual and make absolutely certain that you don't get a tech who says, "It's an M car, so it must use 10W-60."