That mirror requires tapping the hole which the OEM design slips into. I just performed this modification as I wasn't interested in the $$$ for a BMW mirror.
The mirrors I bought EMGO (20-29605) universal black short stock round mirrors. Yes they are cheap and reflect it in their quality, but this RT to Standard conversion has been a bit pricey. I have RT bars. This mod will leave an option should I want to go a different route later-with a threaded hole....
The EMGO mirrors have a shaft of 10mm with a thread pitch of 1.25. The tap needed will be (obviously) a 10x1.25...and the drill bit needed will be an 11/32" or a Letter "R" bit. IMO any "threaded shaft" mirror you buy using this factory mount hole will have to be 10mm shaft diameter as 8mm will not have sufficient thread structure after tapping....ymmv
The Home Depot/Lowes/McCoys/HF in my area did not have an individual drill bit of that exact inch size..HOWEVER, they had a carded 2pc kit from Dewalt (PN DWA1424 and ~$8.79) that had a "Number R" drill bit and a 10x1.50 tap. I had to accept the compromise and buy the carded kit just for the drill bit as the tap was the incorrect pitch. Fortunately I did have a 10x1.25 pitch tap, and it was cheaper than buying a full box of bits.