Many might know this, but I didn't even after many search session. Mini has an extended warranty (10 years/100k) that covers oxygen sensors in 2002-06 cars.

My service engine light was going on and off for a while with the P0136 code which is the post cat O2 sensor. I took it in to my local garage and he notified me of extended warranty. I scheduled an appointment with the "local" mini dealer that is an hour and a half away and they replaced the sensor for free. They also found that my coolant fan is dead and offered to replace it for $550 bucks... I think I'll buy the $120 fan and do it myself, thanks!

Anyway. Just hoping to help someone out in the future who is searching for solutions to bad O2 sensors.