Mine is the M57 engine, I think the turbo wise they are pretty strong as they are not electronically controlled unlike other models - they operate by vacuum/actuators
Main things to look out for -
Red boost pipe, look just below the airbox and shine a torch through. If there is signs of oil on the outside of the pipe then it can be a simple fix/expensive. Cheap fix would be to replace the top and lower seals, all in about £14 from BMW and can be done DIY if you have ramp/jack. More expensive would be to replace the pipe all together (only advised if the original pipe is split) as it is circa £160.
IMO the above occurs partly due to the oil breather pipe not being replaced at intervals. Even though BMW say the newer type oil breather is a lifetime product, it can get blocked imo and cause pressure to build up and oil to leak around the pipe/inlet manifold
Another common problems is actuators, there are 2 for the turbos and one EGR. the 2 turbo actuators tend to fail at some point due to the heat build up around the area, parts alone are circa £140 and couple hours labour time to fit. While you are there you might as well get the vac hoses replaced as again these do perish due to heat
EGR Thermostat/main stat - these are the common faults for poor engine running/economy and DPF problems if not monitored. Good old boffins at BMW did not see fit to incude a temp gauge so to the uknown driver they would not know the engine temp = poor running = engine not warming up = dpf not regenarating = DPF woes. again parts is circa £70 plus coolant and couple hours labour time (again DIY possible)
Manifold Absolute Pressure sensor (MAP) - this often gets overlooked when there is a hesitantcy at around 2.5k revs, cheap and simple to fix