Ok here's the deal on the 2003 (Z) vin Fuel filter. I just changed mine. I also did have to buy the filter from GM. You will need a special tool as standard fuel line disconnects will not work. It's a $40 piece of plastic that looks like a fuel line disconnect however finding this tool is next to impossible. i found the number in my Service Manuals which bought from Helm Inc. It's a J something. You can only buy it from this place.
http://www.spxkentmoore.com/
You have to call the number and give them the tool # you want. I will post the number in the morning when I get home from work so you can buy one if you want. Otherwise the dealer will have to change your filter for you as there is no other way to do it.