The closed P end of the correct diameter D might do the trick. The open end could be bent through 90 deg. or cut short to ensure it doesn't foul any part of the caliper or pads.
The wire diameter d would need to be the same as the original clip to fit into the Caliper Pin groove.
If necessary, the R Spring Clip could be slipped over the end of the Caliper Pin as it's being installed.
I would strongly advise to only fit OEM brake parts. The set that includes the pin from a BMW dealer I think cost about £10.00. Not worth trying to save a few quid with brakes.