They make a replacement bung, that you can weld into the header if you want to replace the O2 sensor. You have to buy that part, because O2 sensors have their own thread pattern. A regular nut or threaded bushing won't work.
'87 YJ, 4.2L built and bored, 8.5" of lift, 8.8 rear, AX15/NP 231, Tom Woods drive shafts, Flat fenders, 12,000LB winch, Custom bumpers, Rattle can paint job. Never completed...
You can buy an exhaust downpipe from autozone that has the bung already installed. You'll have to take off the downpipe anyway to drill and add a new bung, but it's easier to remove and replace entirely if you don't have access to a welder. The downpipe disconnects from the exhaust manifold, and then from the Cat. I have replaced 2 downpipes so far and it's cake as long as you PB Blast the bolts ahead of time.
Thx for the info on options. I have a welder, not wired for it, but soon. Also need to replace the downpipe, current one is dented, welder also needed. Sounds like welder is going to get up and running!