Dang. My only other solution would be to read PortlandBlazers' suggestion on page 2 of the "Retired Number Work-Around" thread on the 2K Roster page. It looks like he put all the legends he wanted on one team and exported that squad and did a series of switches. I'd suggest reading the post and taking it step by step and see if that works.
And to touch on your other thread, wondering aloud as to why 2K did away with the ability to use retired numbers. . .I'm not 100% certain but I'd bet Live still has the ability to use them. I've felt that 2K thought they'd be adding something cool and immersive, something that'd make us say, "Sweet, LeBron had to change his number when he signed with the Bulls!" Perhaps they thought they were making things easier on us (just like automating sock color).
Of course, that's all speculation.