I don't believe the stock LX aftermarket headers will fit without some modification. When my exhaust guy built mine, one of the things he considered doing was getting a set of JBA LX headers (that's what I have on my LX) and cut them up to make them fit the WK. One other suggestion someone came up with it to try a set of Durango 5.7 headers. Don't know who makes them, but somewhere on one of these forums there is a picture, and they look like they might fit. The stock LX logs should bolt right on, but you'll need to make head pipe (Y) mods. (LX's are about 3/4 in. bigger collector) to get that to fit.
Dan, the EGR setup is similar to the stock logs, except it's external. No problems at all with it, but I told the guy to make sure the passage would flow enough so it worked properly. The tube he welded onto the header is approximately the same size as the hole in the head leading to the EGR Valve. Here's a couple more pix.