I run headers and just the upstream sensors, and the car runs great. I'm not running cats and have picked up about 3 mpg on the highway to about 24 going 65-70.

You definitely want the o2 sensor at the collector, or you'll only be reading 1 cylinder's mixture. You can run cats and choose whether or not to program out the downstream sensors. The eu tune doesn't use them, and they're mostly used for diagnostics of the cats rather than refining the mixture.

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2012 xDrive35d
2001 BMW X5 3.0i 5MT
and two 1987 Corvettes - Callaway Twin Turbo and Guldstrand Grand Sport 80
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