I dont know about the 330d but the 320d has two main problems.
Swirl flaps in the inlet manifold can become detached and land in your engine, slightly bad news, although BMW kindly modified them from 2004 onwards.
The other problem is the engine crankcase breather filter. This can become blocked and starve oil to the turbo causing premature turbo failure, also not good.
It would seem that good service history is key if buying one of the diesel engines.
If you do buy a pre 2004 320d then you can remove the flaps, thus removing problem or else change the inlet for the updated version, about £280.
Carl