Hi Sean yes that is kinda interesting engineering. Yes I think you need the dust cover because the hole for the E-brake is big and most everything works better clean. In addition, you will get water and salt in there if you live in that climate. It is tricky to get the three pieces and the rubber in place. On occasion I have omitted the distance piece and just used the two locking plates because some of the after market stuff is different. If you can, do one side at time, so can look at what you did. I am going off memory because I am at work, but just start the two locking plates on the wheel cylinder with the rubber and with the emergency brake arm in place behind the wheel cylinder making sure that the little fingers on the one tab are pointing down so they can lock in the notch of the other piece- then just tap or drive the two plates together. A clamp might come in handy to hold and squeeze. The rubber is important and having the cylinder pinned in place somewhat tight is important also. Once the two shoes are on all the distance will be taken up. Do not worry if the wheel cylinder is not super snug remember it is sitting on a rubber bed, but it needs to be tight, so it does not rattle. Get a Haynes manual for tr3 they are cheap and provide good information and pictures.
Regards Sp53