Right, here is a rough guide on how to change the GP control unit(BMW name "Preheating Control Unit 188.8.131.526.821").
I did it from under the vehicle.
Here is the new unit:
You will be disconnecting a permanent live from the controller so we need to disconnect the battery negative in the boot before anything else.
Once you're underneath you have to remove all the undertrays, 2 plastic ones and 1 metal one. They are attached via phillips screws and 8mm head bolts. Don't forget there is a bolt holding the rear plastic tray to the exhaust heatshield.
Now you have to remove the big alloy guard that sits under the engine. This is held on by 4 recessed bolts that go in at funny angles. I think they are a 17mm head, but can't remember for sure. There is also a 8mm head bolt screwed into the heatshield.
There is also a smaller plastic guard that covers the nearside lollipop bush, its attached with a 8mm head bolt.
Now if you look up to the side of the engine on the nearside you will be able to see the controller behind some fuel pipes.
Its attached with 2 10mm head nuts, with these off you can move the unit around a bit which makes it slightly easier to unplug the connectors. There are 2 plugs going to the unit, a oblong one with a rounded end which is for the glowplug feeds, earth and ignition/ECU feeds(as far as I could work out) and the large round plug which is the single feed from the starter(permanent live). The oblong plug its easy to unclip, but can take a bit of pulling because its a tight fit, but should release without to much bother. The round/starter plug is a bit more difficult as it has a odd clip arrangement on it. I tried to release it with a small electrical screwdriver, but ended up breaking the clips, it doesn't matter really though because the weak part is on the controller which we are replacing.
Here is the new unit fitted and plugs labelled:
Yellow: 10mm nuts
Blue: Round starter feed/permanent live
Red: Oblong GP/Earth/ECU-Ignition plug
Big black tube is the engine oil dipstick which will do its best to impede you.
With those unplugged your free to remove the controller unit! Just push the starter plug into the new unit and it will clip in nicely. Oblong plug in and unit pushed onto the studs, nuts on and there you are! Now you just have to refit the guards ect in reverse order.
Yup, there the same:
With that you should have easy starting in the cold weather and a cleaner burning engine upon start up
Any questions drop me a pm and I will do my best.