That's odd: I forgot if you ever ended up replacing the thermostat or not? Glow plugs are not a maintenance item in diesel engines (as opposed to the similarly named spark plugs in the gasoline engine).
In any case, there's the BMW bulletin that may help you:
https://drive.google.com/file/d/0B1e...ew?usp=sharing
PS: sorry I haven't got around looking up the vacuum. I've been waiting for the oil change to come up: it's due in 3K miles so a couple of months...