In all three of these embossing errors, the "I" is actually there, it was just embossed inside the right leg of the "M". Given this occurred on no less than 3 different insulators, I believe the engraver's stamp slipped into the leg of the "M" when they went to strike it, resulting in this error.
CD 106 HEMNGRAY  - This specimen unfortunately is missing all but two of its tiny sharp drip points. But this is the first one I've seen in 20 years so I can't be too particular!
CD 164 HEMNGRAY  - This piece has the added bonus of missing the crossbars in the "E"s.
CD 115 HEMNGRAY  - I believe this embossing may be the same as "HENNGRAY"  embossing, as the I was embossed over the M, making it almost look like an "N".
There is also supposedly a CD 213 HEMNGRAY , but all the specimens I've seen simply have a very weak "I" leaving a gap in the embossing: "HEM NGRAY". I don't consider it a true error. If anyone out there has one without a gap, let me know!