Needless to say, this is a serious PITA, especially since mine looked like it was chewed by a rodent. I would also suggest you replace everything you take off that's run with the serpentine belt, i.e., alternator and water pump. You don't want to have to go back in there in a couple of months.
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Mini R53 Knock Sensor Replacement | R53 Cooper (2002-2006) | R53 Cooper (2002-2006) | Pelican Parts DIY Maintenance Article