The Airfix WWI Royal Horse Artillery set has 8 bareheaded figures in each box. These are 1/76 figures not 1/72 but I've compared the heads to those on several sets of Napoleonic British infantry and they don't look too small.
They're a good match for HaT's Peninsular War British and ESCI's British and Scots infantry (reissued by Italeri). They're actually a bit bigger than Revells British infantry ,which are real pin heads, but I think they'd look OK. They would look a bit small on some of the Italeri giant sets or perhaps Airfix's British infantry which are quite chunky.
http://www.plasticsoldierreview.com/Review.aspx?id=621While searching PSR for something else I noticed that the Hat WWII German Mounted Infantry had 6 bareheaded spare heads in the box One has a distinctive hairstyle.
http://www.plasticsoldierreview.com/Review.aspx?id=984For bandaged heads:
There are 2 per box in the Italeri set of Highland infantry known as "Grenadiers", now reissued as "Highlanders". (personally I think it's the only good figure in the set).
http://www.plasticsoldierreview.com/Review.aspx?id=193Also 2 per box in the Accurate Union Infantry, also reissued by Revell.
http://www.plasticsoldierreview.com/Review.aspx?id=3And Imex George Washingtons Army
http://www.plasticsoldierreview.com/Review.aspx?id=185If I wanted bandaged heads, I might make my own using dental floss. Soak in hot water to remove the wax first.
Thanks for the link to the Atlantic set, very interesting. Sometime I want to trawl PSR to find which set has the best representation of a German Luger, That one in the Atlantic Afrika Corps might be the best one I've seen so far.