Drill a hole through the top of the lego mans head. You can also use a pin to pierce a hole, but this is a little trickier.
Slip an eye pin through the hole so that the loop is inside the head.
Bend the top of the eye pin in to a loop using pliers.
Attach a jump ring and an earring hook and they are ready to wear. You can wear the heads alone or connect the bodies back on.