Hi,
I had this problem on my 525TDS and it was in and out of the garage a few
times before I found it.
I had exactly the same symptoms as one of the places I had to park was
facing uphill. On reflection I either had two
problems or the second one developed during the course of the solution being
found.

The lift pump was changed (twice) - problem apparently sorted for about a
month - first pump (genuine BMW)
was apparently faulty - first faulty out of the box they had known in some
15 years !

The injectors were re-conditioned - apparently one could have been
intermittently sticking open, allowing drain back.
I had to have a new one for the master injector as there was evidence of
diesel leakage at the sensor wire.

I had a new set of glow plugs fitted / and took apart the relay and cleaned
the contacts (which were dirty)

I replaced the injector bleed hoses linking each injector as rubber was well
perished....

Then, whilst looking and poking around, I discovered that the "clear" fuel
feed pipe from the filter to the injector pump
leaked air in when I waggled it - it had partially cracked around the banjo
union on the injector pump, so
that got replaced.

All in all, it ran perfectly after all that for some 9 months when  I sold
it still going perfectly. Not sure
which bit (s) were not necessary to have done though

Hope it helps - let me know when you find it...

Nick