If you are near the eastern seaboard of the US, I highly recommend Skyline Drive & The Blue Ridge Parkway as asbsolute MINI thrillville!! A few hundred miles of non-stop banked curvy, twisty roads with eye-popping vistas. Just watch the edge..mostly there are no guardrails!!
Both roads run through Shenandoah National Park, Skyline Drive is $10 fee, 35mph, & extremely curvy. The Blue Ridge Parkway is free, 45mph, & nicely curvy.
Skyline Drive
Blue Ridge Parkway
My most-favorite road I've EVER found is Route 39 from Lexington to Goshen (Virginia).
Extremely curvy & 55mph

It's hard to go that fast even in a Cooper! It is also the most beautiful Virginia Byway I've ever seen, with sweet-smelling farmland lined with fenceposts & ancient barns. Goshen Pass is a must-see.
Route 39
Hey! You got a great MINI Adventure road near you? Tell us where & post pictures!