Do you want the "fogs" to stay on when you go from Dip to Main Beam?
Per Nick's comment, typically in a mini the headlights are either on Dip OR Main (not both at the same time although that can be a handy mod if you want to do it, with suitable wiring!!!)
If you follow the methods above (wiring after the column switch) the Fogs will go out when you switch to Main beam (as there will be no feed to the Dip/Fogs)
I have done it slightly differently so that the fogs will stay on when I switch to Main beam and that activates the Spots. Hopefully my description will explain as I never made a proper wiring diagram
Fogs are fed from a relay from the sidelight feed (via a separate switch so they aren't on every time I use the side/headlamps) - not totally sure if this is legal in the UK but as far as I can understand the immense (C&U) text it says that FRONT Fog lamps can be used in place of Dipped Headlights so in theory I think its OK:
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Then as per the previous posts, Spots are fed from a relay from the Main beam but again mine also on a separate switch so I don't have to have them on every time I use Main beam
Does mean I have two switches though not just one; guess you could eliminate the switch for the Spots and just have them illuminate every time Main Beam was used
If I understood the UK rules correctly Fogs are treated like Dipped Beams and Spots like Main Beams (which they are really when you think about it)
All this not much use to you in Canada though...Sorry