general guidelines
I haven't installed a TR engine, but I follow some general guidelines when installing engines.
I always try to bolt as much as reasonably possible to the engine before installing it. It's always easier when the engine is out of the car.
Having said that, I leave off anything that might get damaged or broken off. Typically these are things like sending units, oil filters, some mechanical fuel pumps (not applicable for you), etc.
Because the ignition module and coil sit so close to the firewall on the TR I'd leave that off. Looks like headers would go in with the engine OK, probably the turbo assembly as well, since it's at the front-top of the engine.
Hopefully someone here will fill in more detail for ya.
Jeff