YUP! all o rings on the bundle
Sum fine emory cloth on the inside of the headers and the bundle necks won't hurt either
Personally I perfer using plumbers grease opposed to vaseline........
Be as liberal as you want
Big box stores has it.
Back in the 80's, Detroit Diesel issued a TSB directing NOT to use vaseline to lube the liner seal rings on the 53/92/149 series due to the temps crystalizing the vaseline and causing failures. ie: coolant in the oil / out the air box drains and alot of the AB drains were check valved back to the pan
Now I realise the7.3 oil cooler bundle is not subjected to the extreme cyl temps
found on those engines-- 1k deg+ {this is actual cyl temps--NOT stack temps} but I have allways had success with plumbers grease so
Just my couple pennies.......