Its an Allen key (or is it a star key...I'm losing it and the car is not here...doh). Yes you pretty well have to take off the undertray. Not that difficult to do. Go to any reputable motor factor and they will sell you a perfectly good oil filter. They need model, engine size and year. I don't recommend Halfords own brand..they don't seem to have much filtration material in them compared with other I have used. They feel lighter=empty
Buy a recognised brand semi synthetic oil suitable for turbo diesel 10w 40...I've just checked its 5.5 litres...but you may not need quite that much..be careful topping up the last litre so as not to overfill.
You may need a strap wrench to loosen the old filter. Ideally you shoudl replace the copper washer on the sump plug and DON'T Overtighten the sump plug when you put it back.
I can't be sure about the Allen key bit...someone else will put you and me right on this..I've just plain forgotten