Quick Update -
So, will a little bit of heat, these slugs actually just readily spun out of the cans. I looked into the slugs from Micrometals...that'd be just the thing, except they're difficult to purchase in small quantities.
Anyhow, I found a throwaway donor transformer (a 455kHz AM CAN) that had a core with the same threadpitch -- little bit of heat and that one came out too. Screwed it in, and I'm back up and running.
I took the opportunity to use my newly acquired mid 70s wavetek sweep gen and post marker generator to align the FM. As often happens, the alignment I got using the 'correct' procedure wasn't as good as exercising the 'just tweak it by ear' routine

I have 2 sweep generators, and I can never get either one to give me a nice clean 'pip' at the marker frequencies like you see elsewhere...the pips are there, but ugly, broadband, and undefined. Oh well. Really need an old master to run me through that sometime.
The sweep generator IS nice for centering and tuning the ratio detector though...the visual 'S' curve on a scope does make that easier. The AM IF alignment is easier to do, and it was actually pretty far out -- hopefully that doesn't mean these IF transformers have mica wafer problems...time should tell.
I live in a busy area for FM in the east coast megalopolis, and the selectivity of FM on this set is about a 7 our of 10 and the FM reception with a short wire antenna is about an 7 also. Its not bad really. It'll pull in a weaker station on a 2nd adjacent channel to a local 50kWer, but won't resolve 1st adjacent channels that some better tuners willl -- but, hey, to be expected for a modestly priced little set.
Either the band is so crowded that the AFC just doesn't 'hone in' very well, or I've got a bad AFC rectifier diode under the shielded FM section. However, getting that shielded section open really doesn't look like a ton of fun, so for now I'll probably just let it go.
The AM on this set is about a 9 out of 10 for a table top. Overall an enjoyable little radio that should clean up nice. Overall there was really less to change in this chassis than I expected - Zenith build the thing with almost entirely disc and mica caps, so there's really very little to change. The few paper caps in there are into low voltage filtering applications (AGC, audio coupling), but I changed them out for good measure (gotta feel like you did something!).
Thanks for the comments and the levity

Glad I didn't have to break out the old DeWalt, haha.