BMW Fuel Filter
I know that a lot of parts are manufactured for BMW by other companies. For example, the brake discs on E39's are made by 'Zimmerman', brake pads made by 'Textar' and 'Jurid', fan belts are made by 'Conti'.
Similarly I would have thought that someone also make the fuel filter like 'Mahle' or 'Hengst'. If you know these routes then you can save yourself shed loads of cash by avoiding the stealer.