Hello and welcome from CA. Yes, your best bet (easiest and most expensive) would be to buy an RX Legion slide from SIG and have them ship it to you. You may be also able to call the sig custom shop up and they may give you a special price on machining your Legion Slide and adding a Romeo 1 to it. Other options are you buy a Romeo one and send your slide to the Sig Armorer for milling and install.
Your last option for a sight is to but a rear sight adapter plate that replaces your rear sight and would mount to that.
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