Install Nginx and Naxsi?

My last VPS was preconfigured with apache and basically the esential stuff to let me focus on my websites. Now I've switched to Vultr, for Nginx. Installed Ajenti - Ajenti V and didn't know back then that Naxsi can't be installed after Nginx but compiled and installed with it.

Should I save my Nginx config files, uninstall it, and install Nginx-Naxsi? Would I have to do any configuration after? I'm concerned not to break anything on my admin panel. I'm not too familiar with this.

Thank you.