I was just watching my dvd of First Contact and I can, indeed, confirm that sometimes the hands come off. There was one slightly grotesque scene in particular... LOL

The only sad part about the Borg being unable to be rescued and made back human is there will probably be a whole lot less opportunity to have former Borg bridge officers... and 7 of 9 was one kick ass bridge officer. The only more powerful "bridge officer" in cannon would, in my opinion, be Data, plus potentially Dax and Spock.