For Kato GP35 locomotives, UFIT speakers are the answer. A UFIT-7240 speaker uses double-sided mounting-tape to mount on the frame. The roof-mounted weight will need to be removed (or at least cut short). The rear headlight light-pipe will need to be trimmed to the number-boards with an LED glued to it (much preferred over the stock lighting arrangement anyway) and the stock light-pipe mounting posts trimmed off.
 
The speaker comes fully assembled and tested.
 
Dimensions are: 12mmH x 17mmW x 40mmL