The X's factory tune is awfully rich. I know I've seen Michael @ETS mention the ETS intake is tested with no tune and will not harm the X. Obviously the more mods you do the more you can dip into that rich tune. I would think you would be fine, but I suggest anyone with a turbo car that wants to mod run a wideband a/f gauge all the time. IMO it's more important that boost, egt, and fuel pressure. In fact, about the only time something would go wrong that you wouldn't see strange stuff start to happen on a wideband if it's oil pressure loss.
Turbo Gas: Wideband, Oil Press, Boost.
Turbo Diesel: Boost, Oil Press, EGT (and trans temp if you tow)