How to extract & re-encode specific price feed updates from Hermes hex blob?

Given a hex-encoded Hermes price update containing 20 assets, is it possible to decode, extract just 5 desired asset records (by price ID), and reconstruct a valid hex payload for those 5?

What header fields or checks (like update count, offsets, signatures) need to be changed for the new hex to work? Any sample code or gotchas?

Please see this thread.

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