Rich,
DON’T DRILL HOLES IN YOUR HEADLIGHT BUCKETS…they’ll leak like crazy and rust through in a heartbeat. For the most part, these are not original MG headlight buckets, they are made in China aftermarket, universal for street rods and stuff like our cars. Not exactly the best quailty. Constant application of chrome polish is what saves them.
Those thumb screws that Geoff describes should have a tab on them that slips into the retaining ring on the headlight. Some cheaper ones just snub up to the crease left where the retaining ring and bucket meet.
Moss Motors and Victoria British are just a few vendors for these. Just “google” headlight stone guards and you’ll be sure to get plenty of hits.