I used my pin vise to drill holes for the steel rods for the bones of their combs. It was actually quite easy, and faster than I expected.
I cut some wire spears down to the needed sizes for the ribs of the combs. I glued these in place with E6000 Premium, which is much stronger than regular E6000 Glue.
These were a lot of fun to convert. I wanted to make them as close, as possible, to the 1977 AD&D Monster Manual illustration. Adding the combs was the most challenging and the most interesting. I assumed the combs would be relatively easy to make, but I wasn't sure how well they would look. Fortunately, they were pretty easy.
The Red was the easiest: no conversions required, just paint; the sculpt was spot on.
The Black was next for ease to convert: I re-positioned the horns, rotating them around 60 degrees; the E6k Premium Glue filled in the gaps, making the new position secure; the comb was relatively easy to make, as it was small; I added the diamond to the tail using the same paper + E6k Glue.
The Green was the most challenging by the fact that there were so many ribs to insert for the comb running from top of head to nearly the end of its tail; lots of paper webbing to add; I removed the first rib on the top of the head because, in spite of the drawing, it just did not make much sense to have the comb that far forward between its horns.
I love doing conversions as I really enjoy modifying existing toys and models.
Thanks for the comments, everyone! Cheers!