Ahh, see... in the M&G thread, you didn't mention the mods you've done, which are similar to JCW (except for the JCW cylinder head). The JCW tune would probably help, but nowhere near as much as a custom tune. Definitely find out if the dealer will do the JCW flash and how much they'd charge to do it... but compare that to custom tune prices.
A number of years ago, we had a group arrangement to have Jan from Revolution Motor Works (RMW) come visit us and do custom tuning using the dyno at Mach V Motorsports in Sterling. Jan is well recognized in the MINI community for his tuning talents (both R53s & 2nd Gen S/JCW engines), but since he is based in California, we'd need a good number of people wanting custom dyno tunes to make it worth the trip for him.
I have a 2005 R53 JCW with the GP intercooler and the custom dyno tune from Jan. I'm very happy with the setup - the tune alone is probably the best bang for the buck you can get, especially after you already have the basic drivetrain upgrades (which you do).
I think there are a few local places that can do tunes, with likely varying results, as well as some "out of the box" tunes (not custom with dyno). I don't have all the answers there because I stopped looking after Jan's visit but some searching on Motoring Alliance and North American Motoring should yield some good information.