Just mounted the ballasts to the HID's properly. Drilled holes through the covers and fed the wires through, using the rubber grommets on the HID wires to plug the holes. Screwed the ballasts to the back of the cover, and then re-fit the lights.
So much better than cramming the ballasts inside the lamp housing! Was paranoid of heat.
I'm in two minds about the projector retrofit now. I do really, really want it, but I don't have an oven big enough, and my original plan for a heat gun isn't a good idea apparently. I'm not sure what my options are