Here is the link from RealOEM for the pump/filter combination for my 2008 E70
RealOEM.com - Online BMW Parts Catalog
I choose a 2011 LCI 35xi and it shows the same fuel pump/filter combination -
RealOEM.com - Online BMW Parts Catalog
Different part numbers, but same pump/filter description
Fuel filters are listed under the Fuel Preparation System
I am not seeing one, but lets make sure we know EXACTLY what model the OP is dealing with.