I've never seen that particular PIE interface before, only the CD changer interface that's designed to mate 3rd party CD changers to the stock stereo. The interface that you've just linked should work fine - it looks like it is designed to do exactly the same thing as the blitzsafe.

Yeah, I did option 2 for exactly the same reason. BTW, it is a PITA to get everything in there and all the wires hooked up. It's far less frustrating to remove the whole center console, although it's a little time consuming.