I think I read somewhere that it'll damage the fuel pump since it will overheat if there's no fuel being pumped in...and debris that usually is at the bottom of the tank will be sucked into the fuel pump and possibly the engine which in turn will damage both parts.
That is true haywire...I've seen this personally myself ( fuel pump damage due to debris ) in a different car..not the bimms though...but I suppose the theory is same for all cars..
I use the diesel car b4 and the fuel pump can service, but don't know how about our udm fuel pump can service or not ? Any one did service their fuel pump b4 ?