I had luck using these O2 sensor spacers from Fabspeed without a tune. These went into the bungs on my catless headers, and the O2 sensors into them. In around 1200km (a full season of driving) they never threw a CEL. I'll be selling mine in a month or two because my province got rid of emissions tests as of April 1st.
https://www.fabspeed.com/universal-o...verter-single/
That said, to really gain the maximum benefit of catless headers/HFCs you'll want a tune anyway.