Older BMW’s (pre 2005ish) had issues with turbos. The combination of long service intervals and poor design of Turbo oil separator (they clog) caused the turbo’s to fail. Hence the seperator being redesigned and you should ensure you have the revised version fitted.
BMW will part pay for the components to be replaced. It costs £1800 because rather than cleaning components like the oil cooler etc they replace them. So any good indy will clean them and most likely cost you less than £800.
IMHO i try and get them to all as it's faulty under the sales of good (against who you purchased) asuming you purchased new, second hand may be more of an issue.
Long term I would change the oil more often say 9000 mile, that goies for any diesel, also vital correct oil spec if used.
Good luck!
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