Well there are 6 ignition coils on your X as it has 1 per cylinder (coil over plug ignition) but if the X5 was recognizing a misfire it would flash the check engine light... So it could be something else causing partial misses in multiple cylinders. Could be a failing/failed crankcase vent calve among other things... but it usually takes 2 or 3 drive cycles to turn on the check engine light with things like that, the engine computer has its own formula where it has to see certain problems more than once before putting the light on.
But if it is consistently running rough maybe just bring it back to the dealer and tell them it just started running rough since you picked it up, not insinuating that they messed it up or anything, but asking their help with diagnosis since it JUST came out of their shop. And hopefully it is something simple. And just about anything that can be done as DIY has a writeup on this site with instructions.