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The CHI heads must be tapped for coolant fittings: where is the best place to tap(at very front or intake side of heads), and will installing the Price Motorsport or CHI water crossover/thermostat housing cause interefence or other problems installing the completed engine in the Pantera?
Ford/SVO also made a casting that bolts onto the unused front intake manifold areas of the heads to pick up the Windsor water ports (that must be opened). This casting works with adapted Cleveland intakes (using port spacers). The casting also holds the thermostat and I think it directly accepts a Pantera-type connecting pipe out to the surge tank. If you can't find one for sale, a similar unit could be fabricated. Some adapters & intakes have water outlets that come out horizontally Windsor style, thus are 90 degrees off in fitting the Pantera's bent water pipe to the surge tank. So they will need adaption.
Drilling the front head faces for water fittings can interfere with the use of a stock-mounted alternator, forcing it to be relocated somewhere else. And of course, the Pantera's alt/AC bracket must be modified anyway to fit the front of a Windsor block. You'll have to decide which is less trouble.