Will look for your results with great interest! I very much would like to put a cat less set of headers on my bike, and dyno tune it, but I'm being a chicken, and will not make any radical changes until my warranty expires. Theoretically, the Magnusson-Moss Act should cover blatant warrantee refusals, should something go wrong, unrelated to my tinkering; but it would suck to have the motor crap the bed, and have BMW say "too bad, your fault". For now, I will monitor via GS911, and possibly a WB AFR gauge, and try to learn a few things.
Good luck on the dyno tune session; hope it works out well for you. Also, a big thanks for sharing the info, I know from experience that it does not come cheaply!