I just purchased a pair of 853>933s from darby that included a pvc setup. No drilling is required and the pipe fits into the standard shure mic clip.
Mics are held in by folded pieces of foam in this setup. Bubble wrap would probably also work, but malleable foam is probably best.
I have thought of looking at finding a larger piece of foam, cutting it down and making plugs. That will require a little knife/exacto work. If I get around to this I'll let you know how it goes.