This kit fell into my lap and I must say I am very impressed. What do I have to do to build a Korean war Canadian Sherman? I believe ours were M4A2E8's were they not?
The Canadian Shermans were M3A3E8s in Korea. The post war Shermans used only in Canada were M4A2E8s.
Looking at the Thunderbolt Sherman kit you would have to change the tracks for sure. There are likely a few other external changes that might need to be made. The side hull mount first aid box comes to mind.
Keep in mind that the Canadian Shermans while used in Korea went through modifications externally with all four Squadrons that used them. Stowage racks, add-on armour, machine gun placement, and markings were adapted and changed over the war.
I would suggest purchasing the Service Publications "Canadian Vehicles in Korea" book if you are wanting to build an accurate Canadian M4A3E8. It is the best reference for Canadian Korean War Shermans.
With the book you can see all the modifications and pick a tank that you want to model.