I have the same issue - a shudder when the car is brought to a stop. My X5 is a MY06 3.0d, and I had the transmission adaptations reset with the software update. The problem seemed to had gone for a while but it is there intermittently.
Noit happy with the outcome. I am wondering whether to write to BMW Australia and state the case for a new transmission given that the car has done only 60k km in the upcoming five years of ownership.