Z3 front wheel bearing

It depends on how competent you are Tim.Yeah, BMW like all the  dealers specify their own 'SP' tool sets and they are great to do certain jobs, rear bushes on the E30 to name one,  but there are ways around these things. The trick with bearings is not to scratch the face wherever the bearing fits onto when removing it and then use a drift/large socket to tap the new carrier in if it's an encased bearing.

Is the Z3 not supplied as a whole bearing/hub unit tho with a seperate rear dust cap and stub nut? You just remove the nut, pull the old hub off, clean the stub axle up and then replace with new one and torque up?

Well, when you try to pull the hub off you're right, the inner race attached to the stub may stay where it is while the rest comes free with a pile of ball bearings left on the ground as the bearing splits at the back seal but that's not a problem as you have a shiny new one with a new back dust cover and new nut. I've removed the inner races on these ball type wheel bearings with WD, 2 screwdrivers to start it, by tapping and then mole grips/small 3 arm puller, etc...even a little heat once...

one to remember if you're going to do it - When using the puller not to take the nut right off when doing the hub and put it back on once that's removed when doing the inner race, to avoid damaging the threads/stub axle.

If this sounds too much for you then you're local spanner chap will take care of it for you I would think...