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There is no pressing reason to uninstall the old nozzle - but you probably want to remove the filament before starting.
When reinstalling - use high quality heat sink compound on thermistor and heater.
Nozzle has a 3.3 N-M torque [30In-lb]
The system does not have the proper wires for motion - best to replace with silicone insulated super fine stranded wire. (BNTECHGO)
Powersupply is a Mean-Well RSP-500-24 (550W 24V)
The heaters are the only thing with much current - The nozzle uses about 2A@24V (about 50W) - so 22 or even 24Gauge should be OK. The Bed is supposed to be 250W so a little over 10A - so I would go with 18 Gauge wire.
Poly(ω-undecanamide), Nylon 11 187
Poly(decamethylene sebacamide), Nylon 10,10 202
Poly(hexamethylene sebacamide), Nylon 6,10 224
Poly(decamethylene adipamide), Nylon 10,6 235
Poly(hexamethylene suberamide), Nylon 6,8 236
Poly(hexamethylene adipamide), Nylon 6,6 272
Poly(ethylene terephthalate), PET 264