BMW 2008 535i

They're not properly balanced

Or there's something wrong with one of the tires itself

Yeah thank you. I keep telling the guy that, but he keeps saying its not the tires.

For a top notch tire balance look for a tire shop that uses a Road Force balancer by Hunter Engineering.

If it is indeed the tires that is something you should be able to feel by running your hand lightly along the tread and feeling for bulges, high/ low spots or other non consistent things. Some tires just wear oddly for some reason even from reputable companies, I have a set of Goodyear wrangle on my truck and every other tread is higher than the previous one along the outer edges of the front tires and I know the alignment is good. Did you ever have to lock up your brakes? That creates flat spots on tires that will never truly go away and causes vibrations

Bent wheels cannot be balanced out.

It's most likely that the wheels aren't properly balanced if the issue wasn't present prior to having the new tires installed. I would have a reputable shop check and balance the wheels, if needed.