I have been servicing my 530d every 10,000 ++ by using BMW 5-30w and OEM oil filter. It 's cheaper and there were few occasions that the mechanic was impressed with the engine oil quality after 10,000 KM journey which according to him, seems still good for few thousands KM.
He didn't carry the BMW oil because the margin is small as compared to other brand.
My advise to oil burners, use BMW LL-04 5-30w for your engine to have better experience with your diesel engine.