So I look at it like this:
A. Sell this current set locally if you're in a populous area via Marketplace for essentially retail (you may lose a few $'s), and then re-place the order for your correct shaft/set makeup. They will probably go quick as that's a fairly common shaft, and these irons aren't officially "out" yet.
B. Find a set of LZ pulls on eBay (-$220 or so), have them rebuilt (-$200 or so, plus -$80 for grips), and then sell the PX (+$200 or so). Net $300 ish cost.
I would veto the "take your LZ's from this set, and put them on this set" idea strictly from rebuild fees, as you'll then have to rebuild set 1 to sell them, or lose $ when trying to sell them as head only. If you can build yourself, it's no issue, but getting clubs rebuilt usually isn't cheap if you want pretty good quality.
I would personally go with option A, and then buy the correct blended set/shaft from DiscountDan's. They should be able to help you. This would essentially help you not lose as much money as you would with just re-ordering straight from Titleist. Just a thought.