It turns out all I had to do was ask. I emailed Grado, explaied that I was given (ie, sold from a member here) the phones from a friend, they had recieved various mods and among others did not have the original headband accessories. I also included the fact that I am located in Greece. Warranty is obviously void, and even if it weren't I dont have anything (receipt and so on).
So the reply was "do you have a US adress?". They didn't even bother with the "I am in Greece." part it seems. I do have a us adress from a packet forwarding company, so it should be all good:D
It seems they do not really care about how I got the headphones at all. Small and inexpenssive (and propably fragile as well) parts will be sent right away with no questions asked. As long as you have a US adress of course haha.
I guess parting with a couple of dollars and getting an once gain happy person owning Grados is a fair deal for a company.
They may have asked for the US address because they have resellers you would have to go through if you wanted sent outside the US. something about agreements blah blah blah they don't really care what you did with the phones short of stabbing the drivers with a pen.