sfax,
According to BMW, the European 20d engines do have a dipstick. It's on the side, snakes through a bent pipe and exits horizontally!
The 30d also has a dipstick in approximately the same location, but the tube is much straighter,
Looks like they really tried to hide the one on the 20d.
See attached drawing for the location. The oil dipstick is part number (14/15) on the drawing.
I've never seen a 20d in the flesh, so will have to take BMW's word on it.
Important: This engine uses an "O" ring seal on the dipstick tube, so the dipstick must be fully inserted to avoid oil leaks.
The petrol 28i and 35i have no dipstick port on the engine block or oil pan. The only way to measure the oil level is via the electronic sensor which mounts through a big hole centered on the bottom surface of the oil pan.
+1 point for the 20d & 30d engines
-1 point for the 28i & 35i