I recently did the retrofit and found
this thread from E90Post helpful.
The main things you'll need are the new oil filter housing, the heat exchanger, a plastic cover for the heat exchanger, a coolant hose that goes from the heat exchanger to a coolant supply pipe, and a new coolant supply pipe that can accept said hose (assuming you drive a manual).
I was able to find the oil filter housing on sale (about $100 off) by searching ECS for an old p/n. When the item arrived, it was labeled with the revised part number, so go figure. It came with both gaskets, an oil filter, and the plastic filter cap.
Oh, I also replaced the oil pressure sensor at the same time, since it's right there. Probably not necessary, but it was cheap. I can get you all the part numbers if you want, and a link to the relevant schematics from RealOEM. Plan on doing a coolant flush at the same time, cause you're going to loose most of it during the swap.