Let's narrow it down. If I understand the problem correctly,.....

It isn't the change oil light we are talking about, it is the level light.
You can check the oil level with the dipstick, and know that the level is correct.
You appear to have had the check level light on continuously since the oil change and valve cover gaskets were done. Perhaps something happened during that service.
You have now replaced the sensor yourself, the oil level light went off right away after that procedure, but it is now coming back on, only after you shut the engine off (not when the engine is running).

Is that correct so far?

If you can connect this back to the oil change and valve cover repair, could you revisit that shop and ask them why the light is on after they worked on it?

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2007 X3 3.0si, 6 MT, Premium, White

Retired:
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2003 X5 3.0 Steptronic, Premium, Titanium Silver
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