Check/test the lambda output voltage, check also the map sensor, measure the voltage(signal) is changing, won't hurt to check the fuel pressure if you have no joy from the lambda and map sensor.
A common problems with lambda's is they can read right and still be rich, this is because as they age the switching speed slows down, done more than a few with this problem in the past, esp on zetec se for some reason.
I very much doubt that it will pass a "cat" emissions test without one though, as correctly stated there is no legal requirement for a cat just for the emissions level associated with cat equipped cars.
tabetha
tabetha