I lengthened the 5mm peg under Shockwave's belly, the robot mode cannon. I drilled a corresoponding 5mm hole in Megatron's left forearm. A little tweaking to get the parts to stay together, and BAM, Shockwave arm cannon mode:



That's all Megatron, no trickery holding Shockwave on there. It's not meant for play, though, since Megatron's forearm will split open and drop Shocky if you wiggle the Shockwave cannon too much. Or at all. But perfect for static display, he will hold nearly any pose with the new cannon that he can without it. (Super glue-stiffened joints.)