Is this all I need to replace the oil cooler and oil pressure sensor?

It seems that the quality of roller rockers vary and may have gone down significantly. They have always been hard to make because of the precision required, lots of room for error. Roller rockers and lifters have always been troublesome long term, its not if they fail, its when. The stats and research point to manufacturing as the source of nearly all failures, not oil or lubrication. There are a couple exceptions of course, but the recent Jeep V6 or V8 are not one of them. For some reason GM seems to have lots of problems with vendor parts.

If you carefully observe over years, you will notice roller problem seem to come in waves, it seems much different from batch to batch and vendor to vendor in spite of identical specs.

Most of these parts are purchased from vendors, many made in china. I've read that some of the US performance cam companies are now building rollers in house. More costly to make but they have finer control over tolerances and build quality.