I helped jay put together his carbs a few weeks ago, so I will post the answers to the questions to the best of my ability.
The thread pitch that holds on the air horns turned out to be the same as the oil pan bolts (of which we had several left over from switching to AZC's pan).
The K&N filter bases were fitted underneath the horns. When the car is running, it will be using both horns and filters. I know of a few cars that use this style setup (weber downdraft 3 barrel) Don't know about jetting yet, as the car has not been started yet, but here are some pics of the bases fitted under the horns.
Edit: On the note of fouling your plugs (i.e. running rich) adding a filter to an intake path that normally is unrestricted will create a higher vacuum, thus sucking in more fuel. I'm guessing you would either have to find some less restrictive filters, or, like you mentioned, experiment with the jetting.