No, they're actually pretty clean, usually. I think that since it's mostly VW/Audi/M-B/BMW types using the automotive diesel pumps we're pretty careful as a general rule. The pumps that are messier are at stations where either work trucks or pick-ups use them more often.
M3 and X5d is a nice pairing, BTW! Best of both worlds!
2016 GLE 350d - White on Black