Originally Posted by AzNMpower32

The cetane level makes a substantial difference. My dad was b*tching about the same thing. Then I introduced him to the concept of higher cetane diesel fuel, which is available at some locations but it varies by state. Once we started putting in premium diesel fuel (45-47+ cetane), the clattering went away, and the engine output is both smoother and quieter especially along the highway. This has proved consistent over many months and tankfuls of varying types of diesel fuel.

In Europe, under DIN EN590 the minimum cetane level of diesel sold is 51 and thus most diesel engines including the BMW ones are designed to provide optimum performance at that level. In the US, the minimum and most common cetane number is 40; modern diesel engines will compensate for that and the behaviour is what you're experiencing. Labeling laws vary by state. My dad lives in VA: Law requires the cetane to be posted and thus, one can distinguish the difference.

Long story short: what you're experience is a result of the lower cetane diesel. The fix? Find premium diesel, which may not be available in your state. If that's the case, well, you're SOL.