Here's a suggestion off the top of my head. I've never tried it, so bin it if you think it's daft.
Make a backing plate for the headboard from a piece of brass - if you've made any kits you will have plenty of suitable bits. Solder the thinest piece of stiff wire to the back of it at right angles - less than 0.5mm diameter. Basically we're talking about the handrail wire you get in kits. You should now have something that looks like a lollipop. Drill a 0.5mm hole just behind the top lamp iron bracket of your chosen locomotive. You mount the headboard by dropping the pin of the headboard into the hole. I'm not quite sure how to keep the lamp iron bracket though. If you can create space between the wire supported and the backplate, you'll be ok. If not, it might have to be sacrificed.
If you're serious about your named LNER trains, I recommend you get copies of the Yeadon Books. I just got a couple as the Ian Allen store was discounting them quite heavily. You may be able to borrow them from your local library if they have an order / reservation service. The reason I recommend having a look is that the position and use of headboards on LNER trains varied a lot. For a long time the NE region did not use them at all. This meant that trains arrived from the south into Leeds central bearing a name board but the engine which was taking over for the journey north did not.
David
