We just do it
But come MOT test time, some mods will cause an MOT test failure - so ye need to know the rules there.
There are regulations on some mods... no front window tints, also possibly exhaust decibels, tyre clearance... but there's no certification required with any modifications.
Only other thing you need to do is tell your insurer of the change.
I hope they don't bring the Euro rules into Scotland - they sound a nightmare (and a money making scam!)