Soundwise, the EMG GZR are an improvement. Is it worth it? Well I thought so 
If your bass is a Squier Affinity PJ, it probably has a long Panel jack and will require some soldering. That’s what I had to do to install them. The installation instructions PDF on the EMG website has the info on the 3rd page 
Furthermore, the J pickup was a bit wider than the original one and required some routing to fit it in. If you’re not afraid to handle some tools (and have them), you should give it a try. And, while we’re at it, you might need new control knobs 