Update:
So I replaced the exhaust-turbo gasket yesterday.
Pretty straight forward job with the right tools, took a couple of hours taking my time.
For anybody who might need to do it in the future.
It is essentially the same as a turbo swap except did not need to disconnect any fluid hoses, only unbolted the top (oil?) hose from the center valve cover to give myself some slack.
Did not need to remove coil packs, coolant hard line or exhaust solenoids. Did not need a 2nd hand and was able to do it all from the top. Prepare your knees and back for a workout though.
Could not, did not try to remove the studs but did have to leverage the turbo back a bit, specially to clear the bottom two bolts since the bottom hard hoses offer limited slack.
Original gasket looked in OK shape, but was bare metal (no black coating) and was coated in oil (not good) Exhaust manifold, O2 and Turbo looked clean of oil residue. Bottom leaking bolts we looser than top bolts so it looks like they were somewhat loose regardless and a re-torque could have been all they needed. Nevertheless I was already there and new install is tightly bolted.
So far Idle is getting better, getting a bit less misfires (still dealing with somewhat of a N80 purge valve flow issue) and LTFTs are adjusting downward from 14%+ to around 8% so far. MPG is getting decent reading too.
In reality the leak was pretty small, but clearly the O2 sensor is very sensitive.