I made the same decision three and a half years ago when starting from scratch and they cost £100. Yes ditch the leaky exhaust which is designed to fit outside the lorry and have a gas leak moniter in the immediate area and also lag the pipes to the outlet vents with good quality lagging,
We also changed the fuel line which may of been a mistake but I can live with that. It was checked during the last BSS by a guy who doesnt cut corners and he didnt bat an eye lid.
It has served me well for all of this time often running for six hours or more every night during the winters without catching fire or gassing me but did deform a fender outside.
Yes some imports were stopped by customs however I believe this was due to the paperwork not the actual items being dangerous and just remember to run it at maximum for awhile before shutting down which I believe is good practice for all of them.