I'm Graham, an ex-pat Brit living in NZ.
We bought a 2002 320d Touring a couple of years ago which also originated in the UK. It's now covered over 300000 miles, but we have history for it going back to when it was first purchased in the UK. Aside from the paintwork, it's never wanted for anything and I'm now on drinking terms with the parts manager at a local BMW dealership. He even ships unusual craft beers in my parts packages.
Had a problem a coupel of weeks ago which appears to perfectly mirror one Steve320d had a couple of years ago - see here. Driving normally, lifted off the throttle when leaving a motorway, and the engine cut out. No warning lights, no unusual noises, absolutely no indication of any sort of problem. It's not run since.
I do now have some PC-based diagnostics kit, but I'll raise Steve's thread from the dead in the hope someone can offer some insight before I have to embark on replacing the HP Fuel pump, a task I gather will test the most enthusiastic hoome mechanic.