There's a software update from BMW that fixes this issue, although it only affects certain cars so I was told by Bolands.

You could have the OBD port moved somewhere else (locked glovebox) if you're concerned about it. I have my own solution in place - which I'm not going to detail on a public forum - which allows me to sleep soundly at night. In saying that, if someone really wants to take your car, they will. It's not worth being stabbed, shot or maimed for something that is ultimately replaceable.