What to do?

I'm roughly 5 days in flower on my first grow, so far so good in terms of plant health... A big thanks to the members on rollitup to help me out with my lockout etc...

My question is, should I take the time to build a scrog? Also, is it too late to scrog it due to how woody the stems are?

A proper scrog should be done from veg and the plant trained to fill the screen about two thirds then flipped to flower to fill out the rest of the screen.
However you could mess about with a screen if you wanted or just use it as a support like many people do.
I have seen people scrog from this point and spend the time to bend everything flat so you can fit a net over it and watch the stretch bring it through. Its not as easy as training it in early veg.
If they were my plants I would probably just grow them as they are. Its your first grow so it would be good for you to see how they flower and progress naturally. Then you have something to compare to if you do try scrog next time round,