One thing is for sure: Imdefinitelyndo not have the patience to mod these guys out like you do, Curlerman. MDF is a bitch to work withh as it splinters quite easily.
I am prepping the figs by dabbing their legs with superglue, as you suggest. I am also painting the bayonets of the marching infantry with wood glue.
We get slapped around, but we have a good time!