BMW X5 Automatic Transmission Fluid Replacement (E53 2000 - 2006) | Pelican Parts DIY Maintenance Article
Yes, the pan has to come off to change the filter. I have a nagging feeling the filter is integral to the pan, and a new pan may be required...? Stand to be corrected on that one though.
The refill procedure is a little protracted, and you either need a BMW scan tool or other method of checking the trans oil temp.
When I do mine I have either an infra red thermometer or a temp probe type thermometer - not sure which will be most effective, but I'm not ready to splash the cash on the scan tool yet.