Here are some pics of my HE4xx with the HE400i bands. Things to note:
Disclaimer I don’t recommend anyone attempt this. It can destroy your device easily if you are not careful!
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Tape up your holes good! Pad side not so much but for sure the outer grill.
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This was easy to do but had major potential for device failure. I basically just eyeballed where the holes should go and blind drilled. There is metal and other (driver material?) very close to the backside of the hole. If you were were to attempt this at your own risk. My advice would be to go low and slow. You just want to remove the material from the outter plastic shell.
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to get my rough marks, I slid the headband on to roughly the area it would rest. Close to but avoiding the metal inserts of the old yoke screws. I used a drill bit slightly smaller than the tip of the plastic pins on the new headband. I’ll have to go back down to storage to get the actual size I used.
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those marks are from previous attempts with a hack saw and pliers to remove the old seized screws. Don’t recommend this.
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2/4 screws seized in place and had to be snapped off the yokes. I was left with the remaining stubs of screw poking out. I taped up the driver in the end and used a file to take them down as close to the plastic as possible. This part generated lots of metal filings and could have destroyed my driver FYI.
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After the holes were done I aligned and pressed the new headband on.
Simple as that… 
