Here is my story on my 03 MCS (~28Kmiles)...
It started as a very minute friction first about 6 months ago... When I first started the car, it was very smooth and no problem. After driving around for 10-15 miles -especially when stuck in traffic using the clutch a lot- it used to get worse. There is the audible "squeak", as well as a very bad friction. I warmed up the car until it shows up nicely, took it to the dealer and asked the service adviser to test it. If I were to take it directly in the morning, they would have come back saying "cannot reproduce the problem".
After it was diagnosed, the dealer replaced the slave clutch cylinder first, no improvement; then replaced the master clutch cylinder, still no change... Last week they got an approval from MINI to replace the entire clutch assembly. So far, the new clutch feels good. It is smooth again with no friction or noise...
I would keep an eye on it and document the problem "early", in case something worse shows up down the road. Since the clutch is a "wear/tear" item, the approach of each dealer to fix it varies to a great extent...
Hope this helps!