In S1E3, did the SAS guy insert a knife into...
himself to get into the Iraq insurgent compound undetected?
I found it very disturbing, surely that's not standard SAS procedure.
If you're referring to the actual Season 1 (with John Porter as the protagonist), yes he inserted a knife wrapped in a condom into his anus. It was not episode 3 however, because episode 3 started the chapter in Zimbabwe.
Valar Morghulis