I did this with a tuneomatic style bridge, but I replaced the whole bridge rather than retrofit the saddles.
Dan Desy mentioned that Graph Tech makes Ghost Floyd piezo saddles - you might want to give them a call at 604-940-5353 (ask for Lea in R&D). If they do have 'em, the problem is whether or not they'll fit the EBMM floyd which is slightly different than a standard Floyd, as I understand it.
If it were me, I'd start with taking some measurements of the saddle (dimensions, hole placement, etc.) then I'd call a few vendors (Graph Tech, Fishman, Baggs, etc.) and see what fits. Worst case, you could always order a single saddle and see if it fits.
If you can find saddles, then you're gold. You'll have lots of room for the preamp (the Graph Tech one is tiny), you can use a single output jack (so no routing there) - you'll just need to figure out where to put the piezo volume control and/or switch and battery. All of which you can put inside the cavity if you like - you don't necessarily need to route. PM me if I can help at all.