Just did this today, sharing pictures.

It's been bothering me not been able to hear any door lock sound on my new R56, so decided to this door lock modification.
Spent about $11 in Piezo buzzer from Radioshack and about $1.50 in a pair of Quick Splice from AdvanceAutoParts.

To install, just pull driver side trunk lateral inner cover, unplug gas cap connector (two brown cables) from inside, then attach quick splice; white cable (+) goes with red from buzzer, then brown/yellow (-) goes with black from buzzer.
Already tested and works fine, but will be looking for a single tone chime instead of this alarm buzzer...