Just had the same problem with our 2005 E53. I think the fuel pump relay is above the front fusebox located above the glovebox. Two green relays and the one furthest foward may be one you are looking for. Assuming that the diesel and petrol models have common relay wiring etc.

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Me:
Current: 2011 E71 40D Vermilion Red/Beige Nappa

Wifey:
Current: 2012 R80 Countryman SDX Green/Cream