I've heard of a couple of options, neither of them free of problems:
- replace them with solid NB8A buckets and shims. OK, but you need a shim grinder and/or lots of bigger shims. If you do need to go bigger then there are known issues with them throwing shims at speed and wrecking the head.
- buy Mazdaspeed solid buckets and lash caps. http://www.miataroadster.com/mazdaspeed_motorsports_development/mazdaspeed_motorsports_development_solid_lifters/mmdb6n71218316/i-407708.aspx. Lightweight, but you have to get them from the States and then wait again for the right lash caps after you've measured up the buckets. Also $US296 all up.
Has anyone just tried gutting the original HLAs and replacing the valve assemblies with solid shims? This looks too easy. Am I missing something?

The outer piston is 13mm diameter, the inner is 10.00mm. It seems to me that you can remove the ball, the small spring, the valve holder and the large spring and replace them with a hardened 10mm diameter disk shim of around 3mm thickness. It takes about 15 seconds to gut them. Precision Shims Australia sell 10mm diameter shims in 0.02mm increments from 1.50mm to 4.00mm and 0.05mm increments up to 5.00mm, covering the size range that I think is needed. They're $7 each. It's a full cam out and in job to measure up for shim sizes but at least they're in stock in Oz.
This would effectively convert it to a shim-under equivalent. Total weight would come out to about 50g per bucket. That's much the same as the old HLA, a bit heavier than the NB8A's 47g and a fair bit more than the Mazdaspeed's 35g. The car only spins to a bit over 7000, but it does spend long periods up there.