Hello Jeff,
My '62 250 didnt have headrests either, when I purchased it 11 years ago.
And tho the seat tops were upholstered over, I could feel that there were tubes in the seat back to receive headrests.
So someone offered me a couple of salvage frames, thru this forum as I recall, which I bought and had a local upholstery shop fix up for me.
They are upholstered rather oversize, and look odd, but they surely do rest the head well!
Good luck,
Don