I changed the oil again at about 5,000 miles. After the first change, I wasn't thrilled with how the oil looked. It was jet black. And very thin. Maybe that's a diesel thing and I am new to it. Anyway, I tested it again. And again, the results do not look great to me, but I am comparing them to the results I am used to from classic BMW gasoline engines. I don't like seeing copper show up. Usually that would be from bearing wear. The iron seems high too. I will keep tabs on this engine for sure.
Note that Blackstone incorrectly assumed I was using Castrol Edge LL04 oil. That is wrong. I am using only BMW-branded (Shell) LL04 diesel oil.
I do feel good about NOT waiting for the "free" oil changes. The intervals seem way too high.
On the brighter side, this engine seems to burn no oil. Zero. Zip. Nada.