I just file down the wide spline on hg cassette and be done with it. It is easier to file down the spline on the cogs than it is on the freehub, I advise against filing the freehub. Hack the cogs, a flat file and some music to keep you entertained, 10-15minutes and it's done.
And yea, keep the last cog you have, you need it to close the cassette. (what style of uniglied you have?, a BB cone-cup locknut can be used as a lockring for uniglide if the threading is on the splines themselves, and not with a step down like dura-ace

I too fiddle with UG cassetes and no freehub swap is possible (DA 7400, freehub conversions for pre1997 are compatible with all DA's except the 1989one, and i have that 1989 one. so i'm stuck with UG, 8speed)