This is an initial list of references which I will continue to supplement. 

Cholesterol - Wikipedia  

Phylogenomics of Sterol Synthesis: Insights into the Origin, Evolution, and Diversity of a Key Eukaryotic Feature       
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Note:  This reference is very long, so I'm only copying the parts I find most relevant. 
from the Abstract
We also inferred that the last eukaryotic common ancestor already harbored a large panel of enzymes for sterol synthesis and that subsequent evolution over the eukaryotic tree occurred by tinkering, mainly by gene losses."  
from the HTML