Just been reading up a bit more on this and it seems if you are chasing more power from your diesel, there's an order to doing mods: -
1. ECU tuning - start here. Lots of "ECU chipping" solutions about.
2. Intercooler - increase size (flow rate and cooling efficiency).
3. Air intake - increase air intake capacity, to take advantage of greater ECU tune range and intercooler capacity.
So it would seem that increasing the air intake capacity isn't really going to help, at least as a first step, without the other mods in place first.
Of course, I'm assuming you goal is an increase in engine efficiency or power but maybe you are just after more intake noise!
As an aside, our engines already have a "CAI" of sorts. The intake air is ducted directly from behind the BMW "kidneys" so there's little engine bay heat reaching the intake.