As you may have seen, there is no built-in GPT 6 in cursor and probably won’t be as openAI plan to cut access to all their models on Nov 12. I tried installing the codex extension in cursor using my chatGPT pro subsciption but there was no GPT 6 there either. The problem is the latest version supplied by cursor is 26.721.30844 while the vs code version is 26.908.40401 where GPT 6 is enabled.
So I simply downloaded the codex VSIX file from vs code and then installed that manually in cursor (uninstall the regular one first if you have it). Now I have GPT 6. The downside is the extension will no longer auto update, so might want to replace with normal installation in the future, given that cursor updates it. Maybe they never will.
From vs code:
From cursor command palette:


