In my case, I never had a second mold taken, though UE did make modifications to my earpieces free of charge (I believe I paid shipping to them, they paid return) based on my feedback of pressure/discomfort points. This made a big difference, but I was still not 100% sure, and as time passed I didn't really pursue it further. Part of me questions the recommendation for open-mouth molds, as I don't sit with my mouth open listening to the earphones. It's just my opinion, but I believe the open-mouth recommendation is based on the original audience for UEs - professional musicians, who need to maintain a seal while performing. Despite an increasing customer base of non-performing "listeners" neither UE nor JH made any change to the recommendation. I'm not sure if anyone has tried a closed-mouth mold for custom IEMs, but could be interesting. I definitely notice less pressure in my ears with the UEs when I sit with my mouth open. It's quite awkward to do that though.
I can't speak to custom tips specifically, but in general, the biggest improvement to general cable microphonics, IME, is running the cable over your ears, which all the custom IEMs do. I have worn my X10s over the ear, as well as my new s4i for the gym. Next to no cable microphonics. The UE cable is thicker than the Klipsch, which may provide further improvement, but as I can't run the UE cable straight down, I can't say for sure.
Chewing and other "head" noises have little to do with the cable or the specific IEM - just the way your hearing system works (occlusion - bone conducted sound vibration cannot escape from the blocked ear canal). Try chewing or speaking with your fingers in your ears...