When I have used the 406x mics, this is what i do.
I tie the mic cable in a standard loop (like the first knot when you tie your shoes), and then put my ear through the loop. Leave enough "slack" on the mic end so that they stick out like antena. You can pull the long end and tighten them around your ears. they wont move, and you'll end up with a perfect HRTF setup.
the recording will come out AWESOME.
Hopefully, you dont have a crew cut.