I think you might be referring to the charcoal filters, right? You definitely do not want to remove the air filter or you'll get stuff sucked into your turbos and I am no expert but that's going to cause major problems. If Charcoal filters you have this:
https://f90.bimmerpost.com/forums/sh....php?t=1544785
As for the air filters -- if you go aftermarket intake you'll get those stock ones changed out or a lot of people talk about drop-in BMC filters over stock.