what kind of oil do you use? any additive to it? that can have an effect on your oil temps. also is your radiator plugged, externally? farm use, dusty conditions etc can cause issues with cooling. it seems as though coolant temps are a little high to start with even while going down the road. are you empty or loaded when these temps where checked? water pump ok? you have a coolant filter already by your sig, so your coolant shouldn't be full of crap to clog the cooler...30k and to be on your 3rd one, like said before, something else is going on. if you want to put one in heres a start,
drain coolant
remove air intake, coolant tank, ficm, turbo, intercooler pipes, etc. work your way down till your intake, wiring harness's etc.
make sure to clean between intake and rocker boxes in case of a loose net or bolt and general dirt, I use a air gun. something could fall in the intake ports...which would be very bad.
unbolt the intake, remove.
you now have access to the oil cooler. now would be the time to put on a stc fitting if not already there. if not pull the pump first, that will allow the oil cooler reservoir to drain. if you don't need the stc then lay some rags where the turbo mount was, when you unbolt the oil cooler some oil will be running out. have a pan ready to put oil cooler in.
the rebuild instructions are in the box with the ford oil coolers.
clean out the old oil from reservoir. cant tell you enough to be make sure things are clean. if you use shop towels to clean then use compressed air to blow out the lint. (out of the reservoir)
fill the reservoir with oil enough to cover the new oil screen and reinstall.
intake gaskets could probably be reused if they were replaced last time. they aren't expensive so it wouldn't hurt to put some new ones on.
then start putting it back the way you took it apart.
Im sure others will fill in a few details here and there but that should give you a general idea on how to get it done.