I wouldn't bother to change the fluid and filter, you would be throwing away the money IMO.

Torque converters can fail, particularly on the 4.6. If you catch them soon enough they won't necessarily have damaged the rest of the transmission.

Something to be aware of, though, is that the torque converter lock up is controlled by a solenoid in the transmission. If the problem is with that solenoid and not the torque converter itself then you may not know that until you put a new torque converter in and find that it doesn't fix the problem. Then you have to pull the transmission again. It could be worth trying to just do the torque converter, as a calculated gamble, but it would be safer to do the transmission (and get a rebuilt torque converter at the same time). You don't need to buy an exchange transmission, you can have yours rebuilt for less $$ by a shop that is familiar with the ZF transmission.

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2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue