Just this minute finished changing my A/C Microfilter on my 1995 525iSE. On RHD vehicles you have to go in under the steering wheel. It's a complete bitch of a job and I understand now why BMW dealers tell you that they've done it when really they've just ticked it off as done.
When removing the old filter you will think at first that you can't extract it far enough to remove due to the steering column being in the way. What you have to do is keep pulling on the bottom half of the filter element and it slides laterally leaving the top half of the filter in place (the top half of the element is attached to the bottom half using a kind of tongue and groove arrangement). Eventually you'll have enough give to extract the element (you'll probably have to depress the clutch pedal too). When putting the new element in slide the top half along the bottom half just enough to allow you to introduce it into its housing, once in and aligned just push it home and it will slide back to its correct position.
Have fun now, and give yourself a few hours to complete it.