Are you planning to put them on the inside or the outside ?
Had a look at a guy's 323i Coupe parked outside - god its cold
It should be OK. The Correx seems pretty strong but maybe some bolts with large washers to spread the load would be OK. When I did it on Helga I made sure the "grain" of the Correx (the tubes) went perpendicular to the grill slats - the slats were vertical, the grain horizontal. That was tricky because it was easier to have the grain vertical too to allow it to flex and follow the curve.
The plastic manufactured Fabia block I had used a neat fastening - the screw at the front went into a threaded hole in a flat piece of metal. The flat piece was bent at right angles to go through the slat and then bent again into a loop to go round the back of the grill. I've tried to draw it
(Actually the bit where the bolt went through was the other way round, creating a single loop rather than an S-shape).
I've tested one zip-tie and I may have to reinforce these, but it is recessed enough to allow me to think about doubling the pieces of correx up. That will also push them out to be flush with the edges of the openings.
They look rather rude when left on a desk though.
EDIT - Updated pic for above
