Just come across this thread. Very keen to see how it turns out.. My shake isn't all that bad, but it tends to happen more when the car is hot. So that has got me thinking I might have the same issue.. 115000k on the clock 2005 X5 3.0L Diesel - bought it with 112000k so still feeling it out. Time to get under the car and give it a flush.. I had a problem earlier with the car giving me a decent kick up the ass every now and again when I came to a stop. I changed the gearbox oil and it has just about eliminated it (still happens every now and again but no where near as severe) But now I've notice this shake.. I've never tinkered with a transfer case. Guess I better start learning :/
Cheers for this thread man. Pretty much pointed me to the first I should look at given the symptoms sounding pretty much identical