With the limitations in the available castings - I am sure there are more out there somewhere, it is necessary to make simple conversions of figures. I am currently starting to create a Russian Naval Battalion, using the soft hatted advancing figure. As mentioned before there are no command figures available, although according to original publications they were made, or at least were planned for the range.
At the moment the only solution is to swap heads between figures. I thought I would share my technique, which is simple, but a bit fiddly. Here I have used a helmeted officer figure and carefully sliced his head off using a sharp modelling blade. It would be possible to simply glue a new head on him, but given the tiny area in contact, it would not be a strong bond. Thus, some kind of peg will be needed.
For the new head I chopped one off an advancing soft hat soldier, again being careful to try and match the angle of cut on the body (otherwise the new head will sit at an odd angle). The peg is made from the thin wire found in a bag tie, with the plastic stripped away (see pic). Using a pin vice and a tiny drill, a hole is prepared in the body, followed by the insertion of a small length of the wire (about 5mm, you can just see this in the picture). This is secured with superglue. I then let this harden for a couple of hours. While that is going on a similar hole is drilled into the head.
A bit of fitting is needed and the wire peg may need to be trimmed, but the next step is to pop the head on, again securing with super glue. I leave the whole thing to fix over night and that's it, job done.