I'll support the fact that some is normal. A lot - not. My VW TDI had about 4oz after ~30k miles. I installed a filter that I got from a local agricultural store, it had a stainless screen on it to separate the oil from the air and then mounted it behind the radiator.
Long term you want to keep oil from the intake as it mixes with the carbon from the EGR and plugs up the intake. Look over at the TDI forum and you will see a lot of talk (and cleaning) of it. I even purchase an ultrasonic cleaner to clean out my ERG cooler on my TDI...I have not dove into my 335d yet, but will this summer.