These HaT spare heads have pins coming out from underneath the neck, don't cut these pins off they can be used to attach the heads to the figure without the need of wire pins.
The heads have a little bit of neck so cutting the steel helmeted head off the figure just above the collar would probably be about right.
Once the head is cut off I recommend getting a pin vise drill and a set of mini drill bits, both should be available at your local hobby shop. Using a drill bit the same size as the pin on the spare head drill a hole from the centre of the neck where the head was cut off down into the figure and push the pin on the spare head into this hole. A small amount of glue will make it more secure.
If you don't want to buy a pin vise drill I have seen a talented modeller on another forum use a hot pin or paper clip or nail of rthe right size to melt a hole into the figure but I think this method has too much scope for accidents for someone like me and the pin vise drill really does make the job much, much easier than it sounds.
each sprue has two pith helmet heads, and four sprues to a box so each box has enough spare heads for one sprue in pith helmets and one sprue in peaked caps which is not a bad way of doing it if you want the different types.