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36k from a set of front pads is pretty good,the rear ones usually last quite a bit longer as they do less work than the fronts.
The discs have a minimum thickness at which they must be changed,so I'd make enquiries as to just how thin they are.
I'd be inclined to leave the rears for now,and maybe check them in 4-5,000 miles time,but have the front pads done now and the discs if needs be.
As long as genuine parts are used,any VAT registered garage can fit them without affecting your warranty,so doing this could save a bit on labour charges.
Hope this helps.
I'd rather push my Alfa than drive a BMW....
Currently in Lagdti's garage:
2004 Saab 9-5 HOT Aero and a 2001 Audi A3 1.8 Turbo