there isn't really that much advantage to a 3-wire 02 sensor in my opinion, the other 2 wires are for the 02 heater to speed up the process of getting the computer to accept the 02 sensor signal. I'm sure if there is a will there is a way, but i would say just stick a cheap ol' bosch in there if you ruin the current one.
Technically you could wire the two extra heater wires to switched ignition and it would work. This would mean the heater is on all the time. The correct way is for it to turn off after a set amount of time from intial starting. This is done by modern ECUs for emissions reasons, so there is no real advantage to this other than you get an accurate reading quicker after startup.
Well, I tried to hook up the 2 black wires on the MKIII O2 sensor. I just went straight to the battery for testing. I figured I would get a little spark but I didnt see any. Also didnt seem to heat the O2 sensor up any.