I have 2016 M3W with the Stage 1 Kit and my check engine light came on at about 50 miles, and has yet to go off (I have about 650 miles on the odometer right now).
When I turn the ignition key, I wait for both the check engine and transmission lights to go off before I press the start button. The check engine generally stays off until I give the M3W a little throttle, then it comes on and stays on.
I haven't tried the NGK Iridiums, but I may give them a try.
I will also reconfirm that popping on deceleration is totally normal with the Stage 1....and I think it sounds awesome!
Good luck and enjoy your new ride!
-Tom