You don't have to do a full wipe but it is ALWAYS advisable. It will prevent problems popping up further down the line.
1. full wipe
2. start up odin and connect in download mode
3. untick auto-reboot
4. flash lpx
5. if you are not going to do step 7, tick auto-reboot
6. flash siyah (the .tar version)
7. (optional) flash gb bootloader if you want your jig to work
As Siyah auto-roots, this would be job done.