I'm a 530d driver so an intruder here in the F30 forums!
I wondered the same and there is a lot of debate about using these premuim diesel fuels, you'll find plenty of debate about it by just googling.
here's a Fifth gear program that test them out
They find that the premium fuels DO increase the power of the engine. I would also assume that it might give a small advantage in fuel economy.
My opinion on the matter (and I'm not technical here) is that you'd probably get better economy by adjusting the style of your driving over a change in fuel. Given that the premuim fuel is more expensive, I'd say it probably cancels out.
I do however exclusively buy premuim diesel but for its supposed cleaning properties. I plan on keeping my car for something like 10 years and figures its probably worth doing that in the hope of fending off potential issues.
The Oil companies will state that that the fuel has additives to do this, they must be true to a point otherwise they would be liable under the trade descriptions act!
I don't buy it for any economy reasons as I just don't feel there is any real world advantage and we certianly can't measure it because every drive we have, will be different to the last, its not lab conditions.
I'd say if you plan on keeping the car for a long time, the perhaps premium may be worth using for the cleaning properties.
That's my view I'm sure there are plenty of people out there that disagree with me! Suggest just reading up as much as you can and make your mind up.