Anti Roll Bar Drop Links
 

Should they be replaced in pairs or is it ok to replace only the worn one.

Should be OK. I had one on my 03STi fall apart (the plastic cup fell out of the steel holder) and replaced only one side no prob, its not like struts or brakes where a side to side difference can exist. Subsequently I replaced both sides with whiteline rose jointed ones and the difference was noticeable.

if you can afford the up rated ones its worth changing the pair mate , i would.

Yes probably best advice as the OE ones are really cheap and nasty when you look closely.