There have been major discussions about non-factory oxygen sensors on both the Yahoo E30 Digest and UUC Digest. Those who know about this kind of stuff say that Bosch recommends splicing the wires using butt connectors, and NOT soldering. Supposedly, heating stainless steel wires hot enough to flow solder changes the characteristics of the wire sufficiently to change the resistance of the sensor. This would result in an altered signal to the ECU and, therefore, the mixture would not be optimal.

Based on those discussions, I'd say you should splice and not solder the wires. But feel free to experiment, if you want.

Smiller