[udderfailure]

I've been hitting my head against the wall for about 3 months now trying to figure out this misfire. Here's the short story

Started misfiring about 6k miles ago on Cyl 1. Put in new spark plugs - no impact.
Took it to a shop and they suggested walnut blast so we did that - no impact.
Took it back and they replaced fuel injector on cylinder 1.

That seemed to fix it for about 5 months. Then it started misfiring above about 3k rpm.

Took it to the dealer and they pulled the codes and said it was the Low pressure fuel sensor (I knew that wasn't it since my other 335xi has had that code for a year or more) but I was willing to give it a try, so I switched it myself. Still misfired

Ran the codes again and it said both pre-cat O2's were bad... so i swapped those - still misfired.

At this point there are no codes and it still misfires under any real load (above 2.5k).

All I can figure it would be now is: The Fuel Injector (though the one in the affected cylinder was replaced 6k again), the ignition coil (i've swapped the coils and the misfire didn't more), or the low pressure fuel pump.

The one of those that makes the most sense is the fuel pump (unless i'm missing something - gasket issues, etc...) but I don't have a way to know for sure.

Any insight would be hugely appreciated! It's been a great learning experience to work on the car, but i'm ready to get it fixed (more to say my wife is, she's got the need for speed... or reasonable acceleration).

Edit* It is also getting about 8 mpg right now and it only misfires when it's in gear - it free revs just fine. The bad MPG makes me feel like it could some how be the injector. Is it common for injectors to get stuck open when they're new?