There is a recent thread on this on the 9-5 forum.
I used to get this on a 1988 900i which has similar rear brakes to the 9000. At the wheel end of the handbrake cable the rubber bellows was damaged and let in water to the cable which would freeze. Solution was to replace the bellows and grease the end of the cable. Until I did this, on a few occasions I used a hair drier to warm and unfreeze the end of the cable.