Many BMW owners I think are car-hypocondriacs. Always think something's wrong with the car. Always bugging the bejesus out of dealerships.
it seems that NORMAL for this car is the diesel knocking sound. So you guys are all may be too paranoid - if dealer said it's ok, let it be. Stop looking for trouble with it.
Just go on highway, red line it few times, drive it hard. See what happens. i remember my old 320d had some knocking, then 325i has some knocking. sold cars, later asked new buyers how are cars - all perfect, all driving. So.... may be it's in your head. Fk this youtube, the more you watch of this car trouble the more paranoid you'll get. just drive it. if it breaks down - you will know. it may be more expensive to take it all apart and finding nothing's wrong.