Thanks for your response.
I contacted BMW and was
very surprised by their response.
The chief technician told me he didn't know what the problem was, and that there was nothing in my car that would stop the flow of fuel into the tank (eg, EVAP system).
After I asked if that meant I had to buy a new car before I run out of fuel
, the response was that they didn't know what they could do to find the problem and suggested trying yet another filling station and revert to them if it still didn't fill.
I tried another filling station, a Q8 (the others I tried were Shell) and it filled without a problem.
The only thing I can think of is that the local Shell stations had recently undergone some maintenance/adjustment and for some reason no longer work with my car... others seemed to be able to take fuel as those stations.