I know, i think its about 35 miles in my handbook. I have asked my local Mini dealer and they said that its just a precautionary incase the on board computer is slightly out. Obviously it can harm your engine if you run out of fuel. But as long as there is fuel in the tank, enough to keep you going. There wil be no problems with the engine.
I ran about 10 miles on zero on the clock the last time i filled up. But this time it wasnt out of choice. I couldnt find a single petrol station anywhere. And wierdly enough - The first petrol station i came accross was a Shell garage on the A50! How lucky am i?
I dont plan on doing that again. But i will always run to the last 5 or 10 miles, especially now i know that the car has a brilliant reserve tank!