The main thing is that you warm up engine properly before removing the glow plugs.

By the way are you talking about M57 or M57N engine (pre-facelift vs. facelift)?

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E39 530dA -02 M-Sport Messing metallic
E53 X5 3.0dA -06 Sport Stratus grey
E70 X5 40d -12 M-Sport Space grey