BMW claims the fuel filter is a lifetime part... but as we all have come to learn, you need to take their "lifetime" claims with a big grain of salt. They also recommend 15k mi oil changes... All of this is to reduce costs on their end for things they cover during the warranty period. They also started claiming lifetime on various fluids and parts to reduce their overall cost of ownership ratings with jd power etc.

I have around 105k miles on mine and just had the fuel filter replaced. The X felt sluggish before and now feels much more responsive. Bavarian Auto recommends replacing every two years.

To the OP: Since a clogged filter can reduce performance, fuel economy, and engine life, I would suggest it's time to have yours replaced... especially on an 02.