Yes, having been to HH many times, I know a couple of bars that are prevailed upon to operate as a speak-easy on those days, but I feel a bit guilty that I don't often frequent them on other occasions, and would feel even more guilty if one got busted.It is already done by many of us and of course if you know where to go there are places that openly serve drinks.
And as it would not be advisable to name those bars on this site, it doesn't help the great majority of visitors to the town.
On the other hand, an open-door BYO party could be held on such days, and publicised as such.