Did the other front bearing assembly today since I had the time and have a few more pointers. I didn't remove most of what the guy did in the video. All I removed was the wheel, caliper, and the shield with the 4 small bolts in it. I also left all the lines/wires connected to the caliper and hung it up high in the wheel well with a bungee cord. I was able to get to all 4 hub bolts from the back without removing anything else.
I used a very long breaker bar as those 4 hub assembly bolts are really tight. I soaked them for about an hour with PB Blaster but an overnight soak may make it easier. I didn't have to hit on anything to get the hub assembly off or on. I used an 8" 3-jaw puller to bull off the hub assembly and the new one slid on 95% of the way and I bolted it in with the 4 bolts. I then drew the driveshaft in the other 5% when I tightened the 36mm nut. The other job-specific tools you'll need are a 36mm 12-point socket, an E18 female socket, and a 12 point 12mm star/torx male socket. I'll add a picture of those 3 tools. I also used a chisel to lock the 36mm nut down. It helped to turn the wheel fully both ways as I needed to get access to the bolts.
It took about 70 minutes total and the most difficult part was loosening the 4 hub assembly bolts. The 12 point bolt head isn't very deep so it's important to keep the male socket as straight as possible in the bolt head to make sure you don't wreck the female part of that hub assembly bolt.
Here's the hub assemblies I ordered for $41 each:
Brand New Complete Front Wheel Hub & Bearing Assembly 2007-2011 BMW
Here's the nuts for $16:
2 New DTA BMW Axle Nuts OE Repl. , Guarantee Fit | eBay