Just had the exact same problem with the MSA bulbs. I had used them without any issues on my 280Z, but they don't fit in the 240Z's gauges. I ended up shattering two of them inadvertently trying to get them working, photo of the bulbs attached.
Wish I'd seen this thread, but I went ahead and ordered those Eiko ones. I wish I'd known about them, talk about cheap! That's awesome! Hopefully they'll work without any problems.
As for MSA's R&D, I stopped by to explain the problem and the guy there was very receptive, saying he'd heard about that happening on a few 240Zs but was unsure why. Since I have some new gauges on the way, I offered to give him my gauge pods for analysis and he accepted. Hopefully this will be taken to heart and it'll never happen again.