You should actually only have to grab the front handle to unlock all the doors, you don't need to lock the doors then unlock them. However, I am not sure if you can unlock the doors with the keys in the car either.
2013 335i Sedan
| Mineral Gray / Black Dakota | M Sport | Dynamic Handling, Tech, Premium, Sport ZF8 & HK Audio
Future: 2014 M235i
| Manual | Estoril Blue / Terra | LSD, Tech, Premium, HK Audio, & Driver Assist