Without a doubt you don't need to change guards. They are exactly the same.
As previously said, front bar will fit with series I lights and bonnet, but it will look wrong as the series II lights are slimmer. So to make it right, you need series II headlights.
Series I bonnet and grill doesn't go with series II headlights, so you also need series II bonnet and grill.
I have this done to my R33.
If you're gonna do it, do the lot.
Edit: added a couple of pics which i just ran out the front and took of my SI - SII.