I'm a big fan of "if it ain't broke, don't fix it" I would use whatever the headset came with and was designed for. I haven't tried this, but I doubt if you are going to get any more bearings in without the cage, and you will make a lot of work for yourself, and I doubt if you notice any difference in the way the bike rides. This is all a long way of saying I wouldn't bother, but let me know how it turns out.