You are probably having a bad life when the Nazis take over your country and you are happy to see them. Many people in the Soviet Union were happy to get rid of the Communists and actually fought in the German Army. I have been trying to convert some various figures into Cossacks to make just such a unit. These are Imex Pioneers that have had their hats replaced with hats from Strelets Cossacks.
The conversion is simple, cut the hat off the Cossack, cut the hat off the Pioneer figure. The insert a little piece of wire, I use guitar string, Gauge 8, in about 4 mm long, about 1/4 inch, maybe a little shorter. Using needle nose pliers, I push the wire about half way into the head. They I use a drop of superglue on the wire and finally press the hat down over the wire.
Sometimes you have to trim down the neck a bit to make it look right. These are a Strelets Cossack on the left with an Odemars German Commander on the right. I swapped hats with these too also.
Same thing here, a Strelets Cossack and an Odemars German Commander with swapped hats. The Cossack officers often wore German style hats and wore them back on their heads. The Germans often assigned German officers and others to assist the Cossacks and to provide technical services and liaison to German units. These Germans frequently wore bits of Cossack uniform to fit in with their troops. The Cossacks often wore mostly traditional uniform items.