How do I wire neutral from transformer's X2/X3 to the panel?

Wire thieves nailed us and I am restoring the wires. I have a 120/240V service panel fed from a transformer with the usual X1, X2, X3 and X4 connections. (If you don't know what I'm talking about you probably can't answer my question.)

I've connected X1 and X4 to the "hot"s in the panel. No problem.

But I need to connect X2 and X3 to each other - and also to "neutral" in the panel.

Problem is, the X2 and X3 connections on the transformer are only made for one wire. There's no way to bridge them. The service panel's lug only takes 1 wire, so they didn't run 2 wires down from the transformer.

What's the RIGHT way?

a) run 2 wires down from the transformer to the panel and get a 2-wire lug?

b) run 1 wire, and splice it to two short pigtails to X2 and X3 inside the transformer box? Here is the splice I would use.

http://www.bulbamerica.com/black-insulated-multi-c...

c) something else?

Yes it is legal for me to do this work in our state. Yes all power in the building is off and LOTO. Yes a licensed electrician will thoroughly inspect the work before we energize, but we can't afford to have him do much more than that. So I want everything code-perfect before he comes.