Disclaimer first; I am not familiar with the exhaust system on the Tri Glide so my comments are based on the assumption that the exhaust is setup the same as the touring model exhaust. Apologies in advance if that is an incorrect assumption.
I believe the Tri Glide OEM exhaust is a 2:1:2 system; good for torque which the trike needs. Replacing a 2:1:2 system with true duals will hurt the off idle and low end torque, not a good idea for a trike IMHO. If you are just looking for a different sound, there are several options. You can replace the OEM baffles or you can replace the OEM mufflers with Rush, V&H, Rinehart, etc.
If you insist on converting to true duals, replace the OEM exhaust with a system that has the bungs so you can reconnect the O2 sensors. If the motor is OK with the change, all good; however, should the motor not be "happy" with the change, invest in a fuel management system and tune.
There is another option. Pull the head pipe and have the cat removed. There are services that will do that. The exhaust sound will change but if not enough, you can replace the mufflers as discussed above. This could also require a fuel management system and tune to optimize performance.