If I replace 2 or all 4 O2 sensors do I really need to take my 96 xj6 to a dealer with a PDU to get them dialed in?

 

No. The orientation procedure is only to change if they are connected backwards, i.e. the upstream connector attached to the downstream sensor.

Replace them one at a time and you'll be fine.

Get the NTK sesnsors off Rockauto.com, that's the cheapest place I have found and the NTK are the OE sensors.

 

On my 1995 XJR replaced Catylic convertor (Welsh) and 02 sensors (Rockauto) and passed Emission test in Ontario Can. after a year of working on it. Really Happy
Snowball