I just found this thread a few days ago and have been busy reading. I'm amazed at the work that's been done here! Just in awe of some of the workmanship. Ordinarily, the phrase "way too much free time' would spring to mind, but audio and Grado I understand.
I saw this question asked (oh, a couple of years ago now, 2009 I think), but it was never answered. For newbies just finding this thread (and others that managed to ghettoize their own retainer mod), here's how I installed yoke shaft retaining screws on my SR225s:
Tools & Materials needed:
Variable-speed power drill (or drill-press if you have one)
3/32" drill bit
Masking tape (or duct, or cellophane, or electrical)
1/4" nut driver
1/2" long computer case screw
2 Black thumbscrews
(Black thumbscrews (10 pack) - Fry's #4735029 - $2.99)
1) MARK the ear cups LEFT and RIGHT. Masking tape will do. We're going to drop them out of the yoke shaft retainers and we don't want to put them back in wrong.
2) Take the black caps off the tops of the yoke shafts (I just twisted and pulled and they popped right off on mine) and put them someplace safe. They can disappear pretty quickly. Pull the earcups out and put them aside. You are now holding the headband with the yoke shaft retainers.
3) Mark the centers top-bottom and left-right of the yoke shaft retainers. Use a scribe if you can to make a tiny hole to keep the drill bit from sliding around.
4) At this point, I used a vise to hold the headband in place for drilling. The idea of sending a drill bit through my hand, or worse, into my leg, prompted this step. Be careful not to mark or crush the yoke shaft retainers with the vise.
(Hint: Get two 6" long pieces of 1" aluminum angle and use DAP Kwik Seal Plus to glue some rubber or Neoprene gasket material along one face of each angle. Got some leftover green felt? I know you do. Glue some of that to the other face. Put a little blob of Blutak (you've got some of that, too, I'll bet) above each jaw of the vise to hold the angle steady while you position the headband for drilling. Use whichever face, rubber or felt, that works best for you.)
5) Wrap about two or three inches of tape around the drill bit, about 1/2" or less from the tip, to act as a "stop."
6) Drill (on a slow speed) a 3/32" hole in the retainer. Try to keep the drill as level as possible. Go in slowly, don't push, let the weight of the drill itself drill the hole in the plastic. Let the drill go in to the tape "stop" on the bit.
7) Before loosening the vise to drill the other side, use the nutdriver to screw the 1/2" long computer case screw into the hole. Again, go slowly; you're cutting threads for the thumbscrew, let's not strip them out by going too fast. And again, the unpleasant thought of sending a screwdriver into my hand or leg prompted the use of the nutdriver.
8) Remove the computer case screw. Repeat steps 6 and 7 for the other side.
9) Replace the ear cups in the yoke shaft retainer, paying attention to LEFT and RIGHT (you DID mark them, right?) and then put the black caps back onto the yoke shafts.
10) Screw the thumbscrews into the holes.
11) Position the earcups to your liking and tighten the thumbscrews.
Believe it or not, you can actually do the entire job (including collecting tools and materials, if you're an organized type) in about twenty minutes. The thumbscrews listed here are aluminum and TRUE thumbscrews (there are no slots for Phillips or flat screwdrivers and they have knurled grips) so they look really clean and, if you weren't a Grado owner, you would swear they were original equipment.
And since they come in packs of ten, maybe you'd like to cut the threads off of two of the thumbscrews and drill them out to replace those tacky black caps. Just an idea.