You don't need to remove the bumper but it certainly helps get good access and visibility, so if you can remove it it's a bonus but not required for the swap.
There is a risk that the sprung bolts holding the downpipe to the original manifold may shear off, this happens a LOT on Micras, so make sure to give a good spray of penetrant and leave overnight to work it's way in. It's not a guarantee but it definately helps to combat the corrosion which can be seen in that area. My advice is to try these first and if they look like they are solid, make sure you have a replacement set, or you may end up not being able to reassemble......been there - done that!
This may also be the case for the little 10mm bolts holding on the OEM manifold heat shield, they are prone to shearing off too, (some may not even have the heads intact), unfortunately after years of corrosive spray on them. Generally the ones which bolt the cat to the manifold flange are ok, (5-off), but you may need some welly to get them off, as they can be torqued pretty tight.
Other than Stani's sound advice, you should be good
If you have any probs Franks the man, he's done.......well, I dare not even begin to guess how many engine swaps he's done lol, but plenty, so he's the man for info and workarounds. Thinking about it, I bet he has the record for the quickest K11 engine change amoung us easily!