One problem related to manifold/header/muffler/tail pipe has been reported for the 2009 Mini Cooper S. The most recently reported issues are listed below.
Air bag warning light comes on while driving. BMW north America had issued a recall for the 2005 - 2008 models, but not affected 2009 (2008 production date) models. Persistent oil leaks from and around oil filter housing and turbo oil lines. Oil leaks directly on exhaust manifold down pipe, potentially starting a fire, hasn't yet, but there has been plenty of smoke and in one instance, a small flare-up when oil dripped on the pipe as the car was idling in the garage after a short trip.