Hi Mike.
I see you are teetering on the edge of the "as-long-as" engine-building rabbit-hole.
You know:
"as-long-as" I have the heads off, maybe I should look at the pistons...
"as-long-as" I have the pistons off, maybe I should check the connecting rods...
"as-long-as" I have the pushrods out, maybe I should check the lifters...
"as-long-as' I have the lifters out, I should peek at the camshaft wear pattern...
and so on and so forth, to where you end up at:
"as-long-as" I have my rotating assembly out being race-balanced to 9000 RPM, the piston crowns getting ceramic coated, the camshaft and lifters being cryogenically treated, maybe I should have the head studs deep-chrome plated...
But let's step back from the precipice a bit. How far down the rabbit hole you decide to go should be informed by forensic analysis of the state of your engine
now, as well as your tolerance for risk and the impact to your budgets, both financial and temporal.
Before you remove the old cylinders, take a moment to lightly clamp them down to the case with the head nuts and a few short pieces of tube or pipe (PVC would do). Make sure they are seated squarely against the case, then lay a flat-edge across the tops of each
pair of cylinders to confirm that their head sealing surfaces are in the same plane. This will inform you whether your new HAM heads will have a good chance of sealing. If they are not co-planar, then the job of head sealing will be harder, if not impossible, and this would need to be corrected by having the case re-decked (which of course entails splitting the case).
Next, while you have the cylinders clamped down, you can again use the straight-edge and some feeler gauges to measure the existing deck height. This is somewhat academic, since you have new pistons, but it's good to know what you started with. Then you can compare it to what your new pistons give you.
Getting new pistons is probably a good move (new cylinders too, I assume), because there's a good chance that your old pistons may be too worn out in the ring groove to seat new rings adequately. You can inspect them when you remove the old pistons for interest's sake.
Once the pistons are off you will be asking yourself whether it's worth unbolting the rods and sending them out to be measured, re-bushed (small end) and re-sized (big-end). Personally I think it would be good insurance, as it can be done without splitting the case, but I believe that new connecting rod nuts are no longer available (at least from AC.net. Right, Colin?), and you would have to balance the risk of re-using the old nuts (opinions seem to be divided on this practice) versus continuing to use con rods that may be out of spec. I believe that taking the rods out and making sure they are in spec is worth the peace of mind knowing that you may have avoided a thrown rod. As a bonus, the rods can then be modified with the notches to squirt oil at the undersides of the pistons while they are out ( this was recommended by a VW bulletin that is often mentioned here and on TS).
Best of luck. Those new heads deserve some support from the engine they are being bolted to.