I think comfort thing depends on a few things. When I was auditioning them I found the ear plugs to be like those found on bluetooth headsets - and with those when put in right they are comfortable for hours if you leave them alone in your ear, but wiggling them, or pressing them in anyway is really uncomfortable very quickly. There is also the fact that the headband is just stupid. It's fixed in position and in the position it is fixed the ear plugs were positioned most comfortablty in my ears when the headband was hanging around the back of my neck!
Simple solution would be to wear them without the headband, which is removable anyway. Since I wore them fine not only non-supported by the headband but also supporting the weight of the headband dangling behind my head, there would be no issue with them staying in without it.
I was really impressed with them personally, great spacious soundstage, great clarity, nice, natural frequency response. All the more impressive - I listened to them immediately after the 009! To still sound good after that, considering the price difference, is quite an acheivement. I actually asked to buy a pair but the guy in the shop only sold the system rather than the 003s separately which is a shame.