The EGT controller has a probe that will sit into the dump pipe. There is no welding. you simple drill a 8mm hole into the dump and use the fitting supplied to tap a thread (let's call it the bottom fitting).
Then this bottom fitting is screwed in tight (has a gas thread) with some loctite. Let it set for a minute.
Then push the probe into this fitting so that the probe sits into the exhaust around 1/3 of the way and lock it up tight with the top fitting.
Feed the thermo coupling (silver wire) into the cabin through the firewall and connect to the rear of the EGT controller. (some people feed the probe through the firewall without disconnecting from rear of EGT controller and in this case you will not need to make a note of which terminals the wires came off.
Plug in the 2 pin plug into the Chip It module's wiring harness and your install is complete. (1 pin plug on pre common rail Chip)
TIP 1: Start the engine just before the drill bit pokes through so that the swarf is blown outwards
TIP 2: Don't call us saying the little olive that you lost when you unscrewed the two fittings wasn't supplied
Tip 3: ... some folks take a pic of the rear of the EGT Controller with their mobile phone as a reference
EDIT. The ZD30 Chip needs a wire connected to the pump and one wire connected to either the MAP or the TPS sensor. Sorry for the confusion. Still an easy install as we identify the location etc. The 2.5 is full play and play.