Sue and I walked from Morong Falls to the Coxs. You can go down the face beside the Falls, with care, or go down the 4WD road a bit further upstream. I guess you could start further up if you wanted. Our car was left at the turnoff to the UniRover Trail.
There are supposed to be several canyon swims, in places like Moombah Loombah. We walked around them all - not hard, just look around carefully. There is one flat open swim further down which seems to be unavoidable, but it is a large pool and no problems at all.