This is perfectly safe to chip your diesel. Even BMW is offering now this service for some crazy money. In London, I would recommend DMS (
http://www.dmsautomotive.com) or Evolve (these guys are actually on E90post,
http://www.evo-s.co.uk). These are one of the best chip tuners around London.
For X6 (diesel) you would be looking at £350-700 for a quality chip tuning