We have a 2013 CD with 32K miles it has been excellent until recently when the engine has stalled while running.

Always happens while accelerating from a stop, engine re-starts with no problem.

Once it gave a code - O2 sensor was changed but it has since done it again with
no code, just like the other times.

Any other owners experience this?

 

I had the same problem you described, but on my X5d at the time. Turned out to be fouled injectors. Try running some Diesel cleaning additive through the car, and see if it still stalls. Additive didn't work for me, and I had to get the injectors changed under warranty.

 

Thanks

 

My first guess would be fuel filter, injectors.
It's under warranty still, bring it in.

 

+1
When was it last drained/changed?

The only time I had anything like that is when I replaced the filter the last time and forgot to do the proper priming sequence. It almost stalled when I went to drive off and hesitated badly when giving it gas for a couple minutes. It corrected itself though.