As promised, I finished it!
Be a little easy on me as this is only a personal mod I thought that could work as a decent alternative to the whole Bane fist+glove issue.
Using a spare closed fist from Bane, I fit his hand into a spare glove (the one without a hole), then using the gloved Indy fist as a guide/reference, I cut out the excess parts. Used some superglue to manipulate the shape of the wristguard's edges from the inside and voila!
The fist is held by the hardened edges nice and tight and while I can't vouch for how well it'd work with the actual figure, for a simple mod I think it doesn't look too bad. Not only does it fake the look quite well, you also get to keep the details on Bane's hand (not to mention it looks more bulky than the glove's fit on the DX Indy fist).