If you are sure there is no air in the system then it could be a faulty water pump or at the worst a blown head gasget.The symptoms you describe are those of a airlock to get the air out you need to run it without the expansion tank filler cap until all the air is removed using the bleed screw tends not to be very succesful.

How to bleed the cooling system. 1.Jack the front of the vehicle up onto stands as high as possible, 2.Turn the ignition on,engine off,heater on fan setting 1 and temperature fully hot, 3.Remove the rad cap/expansion cap,remove the bleed screw from the radiator and IF you have them the bleed screw(s) from the thermostat housing/top hose, return pipe or EGR thermostat. 4.Fill the radiator up and keep pouring till there are no more air bubbles coming out from the bleeds, using a funnel that fits tight in the radiator neck and filling it full of water will help push any troublesome air out, when good you can then install the bleeds and tighten down(don't snap them),ensure the rubber O-rings/seals are still on the screws/on the bleed holes. 5.Suck some water out so it's not full to the brim, replace the cap and then start the car. Run her up and check for heat from the vents when warm and check if over heating still persists. You may have to bleed troublesome cars twice(but rare). 6.If all is good then check the water level again in the morning when cool. ive had a couple of bmws and they are a nightmare to bleed,and if you get no joy with the above method then try it again but then leaving overnight to let it settle and hopefully get rid of any more air in the system,,obviously check levels again in the morning before you try to start and top up again if necessary,dont overfill it tho as in right to the top and as you are pouring the water in initially dont get cheesed off and fill it as quick as possible pour it in as slowly as you can,this stops you from getting as much air in in the 1st place