Last time I have this done at the dealer (E39 ZF Trans - 3 years ago) it ran me $350. It's checking the fluid level with the engine running, and the hot exhaust pipes an inch from my nose when the car is on jack stands that caused the concern for doing it myself.
It appears as the newer ZFs have filters integrated into the oil pan and do not get replaced, just cleaned (unless you want to purchase a new oil pan).