There is a BMW made retrofit kit for both the 35d and 40d. The kit for the 40d is about £450 plus fitting so I would expect the 35d to be about the same in Euros. Have a look on Realoem against you VIN and it will give you the right kit.
It should be this one....
RealOEM.com * BMW E71 X6 35dX Exhaust pipe extension chrome
You also need bodywork and painting done on the rear bumper too.
The 40d is the same basic engine layout as the 35d, just newer and with a different turbo set-up and 8-sp transmission. Still a 6-cyl though.