Coil overs are a whole different kettle of fish.
Ideally you need suitable shocks for lowering springs. I've heardof no problems with standard equipment being used though.
A car will only be bouncy if you have worn out shocks or too soft a spring
Search for "the official Msc lowering guide" on here for some more advice
A panhard rod is part of your rear axle setup. As you lower the car the axle shifts to the side. Causing the car to essentially crab down the road.
An adjustable panhard rod will fix that issue
See @Noddie a member on here who makes good quality Micra specific ones