Yes I have 8/28 (gotta update my sig haha)
I just have the regular cyanogen kernel That's cooked into the rom so no worries about kernels, nothing fancy.
Go into your custom recovery, and then scroll with volume rockers to anything that says wipe and use the power button to confirm for all off em.
Make sure you back up your data first or it will be bye bye.
If you wanna take the lazy way out like me download rom manager in market and it does it all for you more or less.
Good thing about these roms is as long as you don't switch roms, you can flash the new nightlies over the old without wipeing