Ha, don't beat yourself to it - buying a used car is tricky and you can miss the odd thing.
I went to see 3 cars on the same day, the first was so battered that I didn't know where to start and I left after 5 minutes.
The seconds looked promising, although with a bit of work required on it.
The 3rd had a "racechip" box plugged in and had all kinds of errors to it, the dealer had the plates ready and was sticking them to the car for a test drive but I just told him not to bother after 2 minutes with my code reader.
I made an offer for the second one (full BMWSH) and negotiated quite aggressively as there were a few bits that needed money. (brakes all around, tyres were all premium both low-ish on thread, 2 glow plugs, the odd leak, etc.) Transferred a deposit in the evening and collected it 3 days later after selling my A4.
I've spent the past month doing all the preventive maintenance. The boost hose was dry on mine.
- All filters & oil (the air filter looked shocking, no wonder given the official service interval) will change oil every 8-10k miles moving forward.
- Glow plugs and intake manifold seals (they all leak eventually) Left the swirl flaps in there as they were solid and removing them interferes with the DPF operation. Funny enough Glow plugs are a non service items and they didn't get flagged by BMW in the Vehicle Check, despite their functionality being essential for the DPF regen (and smooth cold starts)
- Thermostat (shockingly there was no EGR stat on the e92 335D LCI as I have later found out). They all fail eventually leading to poorer economy and eventually not enough temp for a DPF regen
- Oil feed pipe on the small turbo - it had a film of oil on the top and after removing the airbox I saw it was leaking quite badly and had covered bits of piping and the large turbo in oil, delivering a fresh "oil burner" smell occasionally in the cabin. Easy DIY in less than an hour for £50. They all fail eventually due to poor design, the new pipe comes reinforced with a heat shield (same as the large turbo oil feed pipe) so clearly a design flaw.
- All brakes - ATE rears and TRW fronts. Unfortunately the fronts are... not adequate at Autobahn speeds, coming from an F30 with M Sport brakes and an A4 with Brembo 4 pots.
All the above will need attention on any M57 engine regardless of the car - for any potential buyers. This is my first 335D, but I had an e92 330D in the past so well familiar with the risks and liabilities.
Funnily enough, mine came with 313's and while they do look stunning I think I'm going to sell them and get 18's - I live in pothole infested central London. Right now it's sitting on 17 winters (I took a trip across Europe) since they second day I bought it and I think I'll have a heart attack with 19's in the long term.