the (non-CI) CAM in the 9200 & 9500 is indeed removable, though some people refer to it as "embedded" because it is not a truly modular design (can not be used in just any old receiver).
Yes, it can be reflashed with some software called "Amon" to enable Mediaguard & Viaccess (and Betacrypt) as well as the original Irdeto - at least, when the Nokia firmware is also replaced by Dr. Overflow (dvb2000).
This can not be done however by the casual hobbyist. It requires the CAM to be opened and the flash eprom to be removed for flashing.
Various places will do this for you if you do not feel ready to try it yourself. Search elsewhere on this board, as it has been mentioned before.
No, and indeed I made this mistake in the past (see threads here of about a month ago)...
The vgrabber/scsi route is for upgrading the CI modules and indeed therefore only applies for CI Nokias (the 96xx series). The 9200 model you first mentioned (and the 9500 too) is equipped with a non-CI module that can NOT be flashed like that.