The treble attenuation was too much. I've adapted tk3's
solution for my needs - I used my thumbnails to separate a small Shure olive's foam from its tube (works remarkably well, easy to get perfect removal!). The foam gets quite smushed but regains shape after a minute. Then took my old Shure yellow foamies from E2Cs, stripped the foam off and sanded any remaining yellow foam off with a nail file. Use a pair of pliers to stretch the olive foam, slip the tube inside, and voila! I plan to glue them together after a couple days of testing.
I used direcow's
idea of pushing the tube so that it is nearly flush with the top of the olive - this way no excess foam is likely to pinch out the treble.
So far, I've got a good seal, no detectable loss of treble, and wicked bass. Most importantly, I don't yet have the "burning ears" that an apparent allergic reaction to UE silicones gives me! Took about half an hour, all told. I may yet try the Complys, and if I do I'll report back with a comparison.
PS - tk3's suggestion of using the actual UE grey foam's tube is a good (probably better) one, as the Shure yellow foamie tube has an inner "lip" that slightly covers the sound tube. I just wasn't willing to sacrifice my grey foams... yet!