It's just a regular axle puller plate but you just need to make sure it's big enough to span the holes, some are not. I have never heard of someone pulling the threads in the hub. If I didn't have a puller I think I would go with an air hammer instead which would let the mass of the hub help reduce the impact to the bearing but you still risk taking some life away from the wheel bearing. From the pics of the dust cover you didn't apply very much pressure, likely just a crappy puller. Did you have any trouble getting the new axle through far enough to get a good start on the nut ?

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1988 325is (purchased new) sold
2004 X5 3.0 2005 X3 2.5
2008 X5 3.0 (new to me)