You can have it done anywhere. But:
1. Use the right parts. Oil with BMW LL01 approval and the correct filter.
2. Keep the receipts. If you don't want any warranty questions down the road you need to be able to show that the correct oil went in.
3. If your mechanic does not care about quality you need to find a new mechanic. There are good ones out there, but the relationship does not start with "how much do you charge to....".