Can I suggest that removing the DPF might stop it from conducting regeneration burns therefore saving some fuel, but removing the CAT won't change a lot - the ECU won't know that the CAT is missing or hollowed out, and will still squirt diesel out on occasion regardless.
Removing the DPF will make your diesel look like any other - black smoke on takeoff or hard acceleration. However, an inspector would need to know that your particular model had a DPF to do anything about it.
On the other hand, removing the CAT is obvious (on inspection) and since every car has a CAT, it's also going to draw attention. You might escape that attention by hollowing it out.
If you do remove the DPF, ensure that your car isn't trying to conduct a regen first.