Piezo electric plates would be a possibility, too. But I have never worked with them and i could not find one that is small enough. Are they cheap?
At the moment I’m thinking of a solution with small Force sensitive resistors like this one https://www.sparkfun.com/products/9673? They are not cheap but maybe they can be found cheaper at another place.
They are small enough to fit here:

The holes in the Calv_pivot (and maybe calv_horn) where the foot sits in has to be widend a bit to allow some movement “up” the leg and to have some place for the sensor. Maybe the skrews have to sit just a little loose or a rubber washer could help.
The FSR needs some kind of washer or the like to press on the right places (they have a rim with adhesives), but all in all, the needed space should be well under one mm.
As electrical interface there is just a a simple voltage divider needed. As Hexy is about 1 kg and has 6 legs, each leg has to bear about 166g. So we need the highest resolution between 0 an 200g. Taking the diagram on p. 18 of this dokument http://www.sparkfun.com/datasheets/Sensors/Pressure/fsrguide.pdf a 10 kOhm-resistor should as RM, should give some noticeable difference when connected to an analog IN-pin of an arduino. I don’t know if there is an amplifier needet, but don’t think so.
What du you think, would that possibily work?
A sollution with a microswitch would be much cheaper and it seems, one could almost fit a smd-one “in” the acrylic at the same position I mentioned for the FSR. That is, if the mechanics work as intended. 
I hope this is understandable - I’m german living in Denmark 