Sorry - I hadn'y realised you were connecting at EWR!

BMI and SAS share the same (LH) computer system, so BMI may be able to help, and there is no harm in asking. Alternatively, you could try calling SAS in the UK 24 hours before the flights to get yourself on the volunteers/upgrade lists in advance.

Otherwise, I doubt that the BMI staff will be able to do any favours, even if they wanted to. Sweet-talking the lounge or transfer desk staff at CPH, or offering up miles, is likely to be what you end up doing.