I've ridden overnight and through extreme cold more times than I can count. They key is to wear good quality over-gear that blocks most of the wind, and also run a good quality heated gear to keep your core warm. I've ridden across Atlanta at 16°, and ridden down near freezing for hours on end and been plenty comfortable, even with the heated gear at less than full-on.
I prefer the Warm & Safe
heated gear over all the other brands. The Warm & Safe heated jackets
have stretch panels built in so they snug up and fit you better, which is important for effective heat transfer. The front panels are wind-proof, which helps to keep the chill down, and the rear panels are breathable, so you don't sweat out.
Do get a jacket over a vest, as your arms are out in the breeze and keeping them warm is important. The only reasons to get a vest are that they pack slightly smaller, and they use less power if you have limited alternator capacity (neither is really a problem on BMWs).
I also much prefer the Warm & Safe Heat-troller
controller. It is easy to use, efficient, and quite bulletproof. I'm running a Dual controller which controls my jacket and pants separately. Warm & Safe now offers Remote (wireless) controllers, but my wired version works just fine so I haven't played with those yet.
The pants are nice if you do long miles in extreme cold, but the jacket will do most of the work in keeping your core warm. And you can always add the pants later if you find that you need them. I do carry the pants with, but only use them if it's very cold, or if I'll be riding many hours in the cold.
Heated gloves are good too, but heated grips help, as do some guards that block most of the wind from your hands. You can see if the GS hand guards will fit your R-bike. My GT is fully-faired, plus I'm using the AeroGards which block most of the wind from my hands, so I find that I can get away with heated grips and gloves lined with Outlast material, which helps to spread the heat from the grips all across my hands.
Heated glove liners are nice, but they do have some bulk, so you have to buy larger gloves to fit over them. In that case, you might as well just go with good quality heated gloves.
I hope that helps some.