I have been using a piggy back devise called DPChip in Australia. I can adjust the setting in terms of power output to my liking which sits comfortably at 5. Been very happy with the outcome and do not really see any harm in chipping diesel. In Europe, a lot of ppl chipped their diesel either with similar piggy back or ECU flash etc and I have not come across anyone who has any problems.

What KenB said is quite true thou, it is better to play it safe thou considering that our cars are not cheap. That's why im looking at a new exhaust system for my X5 to keep EGT down abit during hot summer month in Australia. Need to be more careful with those chips that give u outragous output gains and always remember to stick to well-known brand.