Emissions increase after a service

[roadrunner2008]

Hi guys
I had my E60 ‘04 530d (60k miles) serviced (Oil, Oil filter & Air filter).last Monday 27th June.
I Drove away happily knowing it was good for another 19,000 miles (going by the service indicator), I drove all week everything was ok
Until I noticed what I can only describe as shunting when it’s in D and no throttle is pressed.
This was happening on and off when I was at traffic lights or in slow moving traffic.
Yesterday I was driving home when I heard a ding (that lovely bell to tell me there’s something not right) and a warning popped up saying
“Increased emissions – Fault affecting emissions have the problem checked by BMW service as soon as possible”
And the little amber icon is staying on the dash display.

I rang the mechanic told him the problem, he said he couldn’t understand it! Where did I buy my diesel, it could be water in the tank etc etc
I asked him was the air filter fitted correctly?. “Yes of course it was” was the reply.
Before he said he’d look into it we went through a list of what might be the problem

Lambda sensor (that would tell me that the emissions are not correct not cause the problem)
Catalytic converter (No blue or black smoke coming out the back)
Water in the diesel (Car is driving smoothly, only for the shunting I described earlier)
Filler cap open (Nope)
Injectors (Hmmmmm)

I described the problem to another mechanic (I didn’t mention the service) his first question was “was there anyone at the air filter?”

I think it’s the car choking and not getting the correct amount of air due to the filter not being fitted correctly.

So what do you guys think it is?

[witeshark]

I think I'd check the O2 sensors first.

[roadrunner2008]

Thanks witeshark
I was going to check the air filter first to see if the warning went away, then work my way down to the sensor.
It just seems strange that it happened around the same time as the service was done.