Maybe the oven trick would work? Heat them up to get the plastic soft (relatively speaking) and then pull the ends apart. Then while hot put the halo around something of the right diameter so it cools in the correct shape.
Potential issues as I see it are that you would have to be careful not to damage the circuitry for the leds, the temp you would have to get the plastic to would be very close to hot enough to cause some damage to other things, and the potential for discoloration. I have no idea what type of plastic they are made out of so these are all pie in the sky guesses from when I worked in injection molding 15 years ago.