I fitted one yesterday. I had been advised that it was possible to remove the Lamba probe without disconnecting it. Rather than unscrewing the prob and twisting the wire, unscrew the Y piece itself. I didn't like that idea of that so I took off the tank and unplugged the wire to the lamba prob.
All was straight forward, except that I had to use some heat on the cat casing to get the prob to undo. Without heat I couldn't get it to shift.
All back together and sounds nice.