I keep thinking about a removable set myself, so please post up what you decide to buy (or make if you go that route).
One hang up I have also is the darn exhaust out the back corner. I have even considered making a mount that attaches to the hitch, and use a pin to secure the mud flap "bar". While it wouldn't work with your Hensley, I have even consider making one that attaches to the bottom of the drop shank, below the hitch head.
Between protecting the front of the tt, and keeping road slop off the front of the clamshell snowmobile trailer, need to figure something out!