Yep. Drill the knuckles (steering arms) and pitman.
If you build a heim set-up with stock XJ-steering knuckles, to go over the knuckle (with the tie-rod) you need to stack the tie-rod and drag link in single sheer on the passenger side knuckle. I've heard some say this is unsafe. It also creates more clearance issues from what I understand. (vs going under the knuckle)
If you go under the knuckle (with the tie-rod), you put drag link on top and tie rod under the passenger steering knuckle. I ran this way for a couple years.
In either case, there will be other considerations.
You will have to most likely raise the axle side track bar mount to make sure the track bar is parallel to the drag link.
You may have clearance issues with the diff cover. I did not. My tie rod JUST touches the cover on full lock.
You will also most likely either need to remove or re-locate your sway bar links.
I think that's it....
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The Currie set up is bolt in if you don't want to deal with all that.