These M57 engines bleed very easily.

Open bleed valve on EGR thermostat (or the one on return line). Ignition on, heat setting to max and blower speed low. Fill expansion tank until coolant comes out from the bleed. Close bleed screw, coolant cap can still be open. Start and run the engine. Fill coolant if needed. Slightly open the bleed screw and close if coolant is coming out. Take it for a test drive. Then check the coolant level again.

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