how hard is a smc egt install

Getting ready to install one...can it be done safely without removing the header/turbo?...maybe remove the O2 sensor and hook up a little hose up to a vacuum cleaner...stick the hose in the sensor hole...turn on vacuum...drill away...
 
I know any bits of metal will be blown out the exhaust but they have to go past the turbo exhaust wheel...that's my concern...
 
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