Changing of air con filter should be an easy task for most cars. Not with a BMW 2 series though. The air con filter is located at the most obscure place ever and it's beyond my understanding on why would it be located at such hard to reach places.
Take a look!
Use a torx screw driver to unscrew the torx screw located under the driver's steering wheel near the foot resting well as shown below:
Once unscrew, you can take out the plastic cover which will reveal the air con filter holder.
Open the air con filter holder flap by pressing the handle as shown in the highlighted arrow. Your finger should be able to open this flap without any tools but be extra careful to avoid getting cuts.
Once the air con filter holder flap is opened, you will be able to see the air con filter. Take it out for inspection and vacuum or change it if required. Use a pair of pliers if it is difficult for your fingers to pull it out.
Note the air flow arrow direction and make sure to put it back the same way as indicated below.