I'm in the rare position of having driven all the BMW SMG transmission
offerings (thanks BMW Performance Center!) and they all exhibit the
hessitation. As you prbably know the SMG is really a manual
transmission with an automated clutch. I think the delay is just the
combination of the ECU having to see your foot release the brake and
apply throttle input so it knows you want to move forward.  That
decision making process plus the actual movement of the clutch takes a
fraction of a second and you can feel it. I'm not aware of any
improvments that BMW can offer (but do check it out). You might want
to investigate the aftermarket (ie. www.dinanbmw.com) as some of them
might have an improvemnt to the software. Dinan modificatiosn do not
void your warranty.

Good luck