Yes, I removed this from my MSP about 2 weekends ago. The donut gasket is included as well.
You do not need to remove the S-pipe to install this. Replacing the s-pipe is no easy task either. You have to drop the entire turbo assembly, or unbolt the AC to have room to work. Either way, its not fun. Installing the j-pipe takes all of 15 minutes.
I bought the CS J-pipe used from a member here, who bought it used from another member, lol. You cannot purchase just the J-pipe from corksport. You have to purchase both the s-pipe and j-pipe, which cost $350. If you want a CS J-pipe, you'll have to hunt the for sale threads and hope you find one! Mine cost me $75 btw. If you can find one, it should work with your PG midpipe without any issues.