I'm not really sure how the Cygnar 'Jacks go together, but most of my Khador ones have a simple pin that connects the legs and torso. A piece of plastic tubing like a lollypop stick would be about the right size for such a join. Then the legs are up to you, D&D minis have some odd clockworky stuff?
Not sure if this was in reply to me, but I'm thinking now I was unclear, how unlike me, *cough cough*, as to my meaning.
As for the actually conversion, I'd think it'd be fairly straight forward as you say. My "Difficult to imagine anything other than the legs it's got," was an aesthetic reference, as the legs match the rest so well visually. The seams and rivets and armor facings just 'fit'. And, so far, I've not seen anything near.
In fact, I'd have to say that, if you want larger, longer legs, and I know I would, you'd almost want extra pairs to connect/convert.
But, that's just crazy talk.
Now, I'm not saying it'd stand the weight, but if you had a BK Wild Wild West spider, it's body would give good translation between the heavy torso and the spindly legs.
Sorry, otherwise, I'm tapped.
Doug