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Bobby, some friends and I just changed the fluid on an auto 06 Z4 3.0i. It should be the same GA6HP19Z trans as yours.
We bought the OEM ZF pan/filter for about $65. Maybe you were looking at the OE one with the BMW name on it.
Check some of the site sponsors and I'm sure you'll find similar pricing.
We bought 9 qts of Liqui moly 1800 ATF and about 7.5 qt were needed after the entire warmup and fill procedure.
The car shifted much smoother afterwards and it removed most of the kicking we were feeling when it was downshift into 1st or 2nd and coming to a stop.
It is stated to replace the pan bolts as they are one time use. A new drain bolt comes with the ZF filter. We reused the fill bolt.
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