This is a DIY on a 2005 BMW Z4 Brake Replacement, pretty quick and simple job on this car.

Once your done applying the grease to the brakes, put them back on the caliper in the same orientation, put the caliper back on the rotor, close the bleed screw, put back on the caliper retaining clip, and your done! Drive in the parking lot for a minute and press the brakes, and then check the brake fluid.