........ I wonder how secure this ended up but it would certainly save loads of drilling.
Impressing the feet into soft milliput will be slightly stronger than just gluing directly to a metal,plastic or wooden base as the contact area is fractionally larger, but it is a fractional difference, literally just the thickness of the boot soles.
The technique is fine for the display figures but still not good enough for gaming.
Gluing with 2 part epoxy adhesive will be better than superglue if you want to try the milliput approach......just make sure you remember which figure made which footprints and have a way of supporting them until they dry.
It is a shame they did not heed advice given during the KS about bases, understandable not wanting slottas but lacking a cast on base not leaving a integral foot peg is crazy.