ENH: Better report coverage

Sped up the BEM plotting a bit, and allowed setting the step. @mainakjas see what you think.
Two reasons:

1. The rest of mne-python uses the other format, so it's better for package consistency.

2. The old way causes three lines to be missed instead of just one (when really only one "thing" is happening). When there are tens of these error messages, these lines add up.