Haven't changed rotors on the X1 (N55) yet but recently did rotors/pads on my M Coupe. For that, I didn't replace the carrier bolts. I also didn't notice any loc-tite on them either. Bolts/threads looked okay so I reused them and torqued to spec.
Rotor set screws, I replaced. Well....the rears, anyways. I forgot to order ones for the fronts, but made a note to myself to do that next time. Threads were all fine, but it's the head that gets chewed up and/or corroded so a little preventative maintenance for a cheap part that has to come out anyways.....I figure why not.
I just use a hex socket and torque them to spec. ECS (I think) sells a stainless steel version that isn't supposed to rust. Haven't tried those.
I figure the X1 is due, though. Fronts are still the originals (rears were replaced under warranty) and I'm seeing enough of an edge on the front rotor. I'll check the stamping when I get the wheels off. I need to change the oil anyways....the computer is now reminding me of it (I usually do mid-cycle changes anyways). Thankfully, brake parts for the X1 are cheaper than the Coupe.