Bmw diesel wont start

I'm guessing that you got an air lock in your fuel system as a result of your changing the fuel filter... I certainly don't know about a BMW diesel, but in most semi-truck engines, there is a priming pump just for the purpose of getting the air out ... and the fuel into.... the fuel system. I've even been known to fill the filters with diesel fuel before screwing them onto the base.. This is risky because of the possibility of allowing some foreign, unfiltered debris to get into your pump and/or injectors, just because of your putting unfiltered fuel into your filter... Check and see if there is some kind of priming pump close to the filter. Also, a possibility is that you may have an electric fuel pump.... as to where all you may need to do is loosen a fuel fitting on the pressure side of the pump and filter.... and allow the electric pump to purge the system of air.. I confess to my lack of knowledge on your BMW.... but, I do have some basic understanding of most diesel systems... Good luck..