let's just say it takes about $70-90K to bring in a Porsche 959 and there is a company that was formed specifically to convert them.
For a one off M3 CSL importation, even if it only cost say $50K, it's not worth the money.
Also even after it's done, I believe you are limited on how many miles you can drive per year and it will be next to impossible to get insurance for it.