The headrest are molded on the posts it would damage them if you tried to remove the posts.
Before you punch the holes in your seat covers be sure the plastic blocks are present under the covers you should be able to feel them. They will need to be there to keep the headrests from
wiggling around and to allow the headrest bezels to be installed. There's other hardware inside the seat backs that you gotta have to install the headrests. Your best bet would be to buy better headrests they can be dyed to match your interior.