I've not tried this, and it sounds... 'interesting'...
So I'm kinda thinking
out loud here...
piezo's tend to come in two varieties. Individual crystals
(either with separate two wire connections for each or layered between two 'terminal'
strips) or in a film between two conductors. And I can conceive of ways of making both
types in an individual saddle. My instinct is that the easiest way to make an individual
piezo saddle would be to embed a crystal with a two wire connection, purely as this is how
a lot of mandolin/violin/archtop guitar piezo bridges are made. If you can source a piezo
crystal with a two wire connection, those are idiot simple to build. Just drill a hole,
fill it with epoxy, and push the crystal in so the leads are sticking out.
However, I don't know how the individual saddles from Fishman, Graphtech, Schaller, etc
are made. But if I was looking to do this myself, there are two approaches I would
consider. The first is also the cheapest, I would write a polite email to tech support at
those companies, explain that I wanted to know whether it was OK to reshape the saddles,
get their interest by explaining that I wanted to do it because I was considering a piezo
bridge for a twelve string, and then ask if they had any drawings showing the internal
construction that would help me. You would be amazed at how helpful these guys can be,
especially when you set them an interesting challenge

Second option would be to buy a single replacement saddle for each one I was considering
and then carefully destroy it with files/scalpels/hammers to work out for myself how it
was constructed. Then make a scale drawing of it's construction and work out if there was
enough leeway to reshape for a 12-string.
I prefer the first option for two
reasons. Partly because it's cheaper, but also because there is a chance that they might
come back and offer a set of unshaped saddles pulled from the production line as a
solution. And then tell you how they shape them themselves.
A 3rd alternative
would be to find a supplier of tiny piezo crystals with a thin two wire cable connected.
Get 6 of them, and then drill a small hole in each existing saddle and carefully epoxy
them in place.
But however you go about it, I would be interested to hear what
you discover.
Andy
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When the going gets weird, the Weird turn Pro.