In the comments, Dave B. asks:
Can you share your solution, please? 'Not the world's most intuitive UI' is being _very_ polite! That change has smashed hundreds of my inbound links ... but damned if I can find the place to set the dirify defaults ... :-(
Glad you asked.
Go to "Design | Templates | Archive Templates | Individual Entry Archive".
At the bottom is a pulldown labelled "Archive Mapping". It's probably
set to yyyy/mm/entry-basename.html. Apparently this is
a schematic representation of the names.
If you change it to yyyy/mm/entry_basename.html
(note substitution of underscore for hyphen) you'll get
underscorified permalinks. Totally intuitive, eh?
