You can see the different trim piece for the hi-fi and HK systems here:
http://www.realoem.com/bmw/enUS/show...diagId=51_7522
So if you don't have a proper tweeter component, it might be worth it to pick up the trim piece with the hi-fi tweeter mount and go with a component set rather than sticking with coaxial. You will probably get a significant improvement just from relocating the tweeter. And it looks like the trim pieces are only about $35 US, and they should keep everything looking completely OEM.