yes you must remove the unit to plug in the grey connector.. the unit is easily removed with radio removal keys - you can find a set for ~$20.. or just have the dealer pull it out for you - if they arent busy, they may do it for free..
the 1st link shows alot of extra work to mount AUX A/V jacks.. hooking everything up is very easy.. finding a place to hide the Dietz devices, wires, TV antenna, and such is a bit more time consuming - but still pretty easy..
the 2nd link shows the back of the unit and the 2 little black boxes that make up the Dietz 1417 multimedia interface.. the box that plugs into the grey connector is essentially an RGB converter, contrast/brightness control, and audio input.. the 2nd box (with the white arrow) is taped into the CAN-BUS to emulate the factory TV tuner -- or in other words, it tells the RNS-E that there is a A/V source connect over CAN..
not sure if i answered all your questions or not, but hope this helps..