I'll pipe in as one of only a few E36 owners with empegs. I also have an E36 M3 (a real one though ).

I live in a fairly warm country (Australia) though. In winter we only get down to about 6 or 7C according to OBC. During summer, I've had the overheat warning come on at 55C (OBC reading 38C roughly). I changed it to 60C I think and haven't ever had it again including 40C days.

I set my climate control to 22-24C (both sides) and although it does a totally crap job of climate control, I don't believe it has any major effects on the empeg itself. The ducting above the empeg (although close) I don't think will do much even if the climate control is heating. Also note that unless you configure it away from "Auto" it will direct most warm air at your feet.
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Christian
#40104192 120Gb (no longer in my E36 M3, won't fit the E46 M3)