Thanks for the help, Osprey. The Yanmar part number you suggested is for the glow plug itself (one for each of the 4 cylinders). The tech checking my engine ascertained that all the glow plugs are functional.
At the BMW car dealership I got the US part number for the "glow plug control module" as 12217801200. Though my local BMW dealer said there were none for sale in the US, I did order one from BMW of Atlanta for $250 including shipping. I hope this will fix my "check engine" warning.
Of note, before we checked on the specific error code for the "check engine" warning, the engine would start just fine and the warning alarm would go out after 30 sec or so. I believe this was because the heating of the engine trigger the sensor to shut up. I learned that glow plugs are actually not needed for diesel engines. They are there to more predictably heat up the air on the compression cycle and promote the ignition of the injected diesel fuel
