Regarding the piston Inserts.
I've always wondered why some calipers have them and some don't but to answer your question, you'll notice they sit a little proud of the piston, I'm pretty sure they're to keep the piston centralised in the event of abnormal pad wear and they help with heat dispersion.
Do you actually need to put them into your new pistons ...? I would if they were there in the first place however, your brake should work perfectly well without them .