If you have an air compressor, then make your own cap (Volvo ATE Cap).

And as mentioned above, never allow the reservoir to go empty during bleeding.

I wrote the detailed procedure for my E39 (1998 528i) below:


DIY: 1-man Hydraulic Bleeding Kit for those with Air Compressor!
DIY: 1-man Hydraulic Bleeding Kit for those with Air Compressor! - Bimmerfest - BMW Forums