When I got my BMW 5 series diesel (3 years old), I started with Sainsbury's city diesel. After 2 weeks my car started show up error messages. Took it to a mechanic, he charged £70 to tell me that your EGR Solenoid is choking and it would take another £350 to replace that.
I came back to check out this issue online. Someone on pistonheads.com suggested to fill-up with Shell V Power and to go on a long drive. I did that and the error message disappeared. 1 year and 25,000 miles later I still use Shell V power. Never had any issue more issues, even through I mostly drive to work in London and very few long drives.