Only reason to change the hex nuts out for the cap nuts is if you want to install the cover on the heater valve. The cover doesn't need to be on there. BMW must have decided to save a buck or two on some models and not install the cap nuts & cover.
Only reason I went through the trouble of doing it to my friend's Touring & my car is that it just looked like something was missing. It took a bit of work to figure out how to get the cover on when the car had the hex nuts as the part #'s for the cap nuts wasn't easy to find. It'd always bothered her from day one that it looked like that. And when I finally found my car it was just as annoying to me. But that's fixed now.
As I recall the nuts (either hex or cap) need to be torqued fairly lightly. It's easy to over torque them and snap the mounting posts off. And apparently you should loosen those up a bit when you're tapping on the solenoid to get it working again. I've not had the solenoid stuck yet, so I've not tried tapping it to get it going again.