Prepare a 100X concentrated stock solution of BSA in the medium, pass it through a sterile membrane filter, and dilute it 100-fold into the medium.
The molecular weight of BSA is 66.5 kDa, so 2.5 µM is 0.166 mg/mL, so a 100X solution is 16.6 mg/mL.
When dissolving BSA, add it gradually to a beaker in which the liquid is stirring rapidly. BSA clumps up when added to water, so it takes vigorous stirring to get it to dissolve in a reasonable amount of time.