Dragon,
If the relay is getting hot and failing, then there are only 3 likely causes.
1. Fuel pump drawing too much current likely due to worn bearings/brushes.
2. Wiring issue between the pump and relay, either partial short to ground or loose connections at pump or at relay output.
3. Loose connection at relay input.
Make sure you check the female terminals on every connection to make sure they are all tight. Any loose connection can cause excessive heat to build up and become a problem.
Hopefully your pump is the problem and your problem will be resolved. Even if the pump it not the problem, it is wise to replace it anyway to eliminate a possible future failure. At least on the similiar year BMW's we have been seeing VDO pumps failing between 7-10 years anyways.
Replacing the fuel pump when it fails on you unexpectedly, costs you time, likely a tow, list price on parts and likely shop labor and having to bum a few rides.
Replacing the fuel pump on your terms, the cost of a wholesale pump and about 45 minutes of your time.
Satisfaction that you hopefully eliminated a future failure and you likely saved at least a few hundred dollars in the process - priceless!