This article describes how to fit the headrests into your 205's rear seats. I wouldn't consider this to be a hard job to do on the 205 as Peugeot already started it for us but just never finished it.
The first job it to remove the rear seats from the 205. This is done by firstly unbolting the small bracket in between the 2 seats. You can see this best by tilting up the 2 seat bases once the bolt is out and the bracket is loose go round to the boot and tilt the seat backs down, you will then see 2 cap nuts on either side of the wheel arches. Remove these and the seat backs will then come out with ease.
Once the backs are out the seat covers can be removed. There are 2 zips, one runs across the bottom and the other up 1 side, with these undone the cover can be removed quite easily. The foam inside comes out separately and it helps to remove this 1st, then the cover. You should now have 3 parts: the cover, the foam and the steel frame.
If you look at the steel frame, across the top part of the frame you will see 2 indents have been pressed into the steel, this is where the head rests would have been mounted if Peugeot were to have fitted them from the factory. So the frame is already marked up all you have to do now is finish the mounting off.
I chose to make some L-shaped brackets and weld them to the frame, this then gave me a hole to slot the headrest rods into. I am sure you could make up some brackets with extended parts either side and nut & bolt it to the frame or even rivet if you don't have a welder to hand.
With the brackets in place the seat covers can go back on. Next, making the hole through the cloth and foam was tricky as you only get one go stabbing the leather / cloth. I did this by putting my hand inside the seat cover and feeling up by the brackets and you can then judge where the holes should be. Once made with your hand still inside the back, you can guide the poles into the foam and then the brackets you have made.
Zip the covers back up and fitting the backs back in is the reverse of the removal.
As you can see, when finished, the rear seats look like they came out of the factory with the headrests fitted!
Well worth the hassle and effort if you like this sort of thing in a 205.