Unfortunately there is no way to install an Avic Z1 or Z2 without modifying the vents in one way or another.
I opened up the vents and sealed them off allowing as much airflow as I could possibly get. Since those vents feed the feet/floor vents. Here in Phx, this isn't such a large issue of low airflow as it is for those in colder areas, where blowing hot air in the winter is key.
I got the bezel from here: http://mybimmer.net )
Instructions can be found here: http://forum.e46fanatics.com/showthread.php?t=359575
Granted that is not an Avic unit, but it is a double-din unit none the less. I followed that post as my guide when I did my install.
Hope that helps the guys thinking about doing it.