I have to fit an ECU to my E34 BMW 520, the one nearest the bulkhead. Is this easy to do or am I best to put it into a garage.
Any advice appreciated.

If you're simply swapping out an ECU, then it's just a matter of locating the current location of the ECU (usually in a compartment in the bulkhead as you've mentioned), undoing the fasteners/screws, unplugging the unit, and putting the new unit back in the reverse order.

BUT... what year is your car? If you have BMW's EWS II (transponder key security), you will need to get the new ECU "aligned" with your current keys. This is done by the dealer.

Physically fitting it is easy, making sure it works properly is less simple. Unless you are 100% sure I would use a garage.