Custom earpieces are the obvious answer to problem 1, but this is generally a somewhat expensive 2-step process - have an audiologist take molds of your ears, then send those molds off to have your earpieces cast for you. This looked like it would cost me approximately as much as the E4s did originally, and I'm not honestly sure how much life these things have in them anyway...
Enter Sugru! I've seen that a few people have already used it to enhance their earphones, but I wanted to do more than any I've seen so far. Sugru sets quickly and stays soft, and it's adhesive enough that I hope it will stay attached to my earphones (but is still removable if one makes a dedicated effort to peel it off). If this works right, I can cast my earpieces in a one-step process with just a few dollars worth of material. I hope that this general procedure will translate well to other makes and models of in-ear monitors, but I obviously can't be sure.
DISCLAIMER - Sugru's documentation warns that it may irritate skin, and prolonged skin contact is essential for this project. If your skin is sensitive, test the product first. This project involves sticking things into your ear which you may never see again. Try to remember what went in and make sure it comes out.
BE CAREFUL STICKING THINGS IN YOUR EARS.