Well - I managed to pull down the headliner enough on the 07 X3 to do the antenna lead switch. The Roady2 XM receiver now works fine with the builtin sharkfin antenna. I am using the aux in for audio. I did not have to remove the sharkfin itself.

Getting the headliner down was not something I would describe as fun. It took a lot of bending and pulling, but all went back together without incident. It took me about an hour to redo the antenna lead. This would have been a lot easier if BMW had assembled the car correctly in the first place.

Thanks everyone for the advice.

Lou