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Any issues or codes that may pop up when using a cold air intake kit with the cone style air filters may be due to actual air turbulence and not the oily filter. I have had the K&N intake cold air kit 57-7000 on my car for 6 or 7 years. Plus used oem shaped K&N filters on my other cars. Never had an issue due to oily residue. Although I must admit to cleaning my maf sensor with CRC Maf Sensor Cleaner at least once a year.
Here was a situation I had and the solution. Had the K&N on the car for year or so no issues. Purchased and IPD competition plenum with GT3 throttle body. Then I started getting codes. After days of trying to figure out what was the problem I put the oem air box back on and codes went away. I removed airbox and took a closer look and noticed the circular honey comb screen just before the maf sensor. This screen eliminates air turbulence just before the sensor. This give a nice clean air stream that the sensor can read properly. So I purchased a cheap maf sensor off ebay for $20 that is similar in design as the Cayman's maf sensor housing. removed the honey comb screen and sandwiched that nicely between my cone filter and air tube. Never had another code issue again going on 5 years.
if interested, ebay search "Mass Air Flow Sensor Meter MAF 0280217814 For BMW X5 740 540" it's $20
Are you selling any of your model toy car? I've been looking for the base 997.1, let me know if you are interested in getting rid of any.