Well, I have a bit of a public confession to make, as I have already, once, in the past taken apart my own Bifrost to replace its fuse with a "audiophile" fuse (which, I know sounds like audiophoolery, really did improve the sound!). I was inspired by either this thread or another here on Head-Fi where another Head-Fi'er reported an improvement, and at the time, at least, Jason implied that replacing the fuse would not necessarily void the warranty, but who knows how he'll feel now .
Anyway, the most difficult part is, indeed, the chassis relative to the LED lights. As hard as I tried, I still couldn't quite get them lined up, and to this day the Bifrost has a bit of a dimmed quality with the lights, like they're receded a bit, but that's really not a bad thing given how notoriously bright they are, in my opinion. I also recall one of the (many, many) screws on the chassis having some difficulty threading into its standoff, but it wasn't terrible.