I used black 4 mil coroplast sheets for my undertray, and cut the panels around the exhaust.
You can see my undertray here:
It would also be a good idea to block your upper grille, since your chin spoiler should be brining plenty of air into the radiator. Also, you can remove the vertical air dam under the radiator and put a flat front undertray on and screw it into your chin spoiler, somewhat like this:
