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Vox used'em, and so did Matchless and Dr.Z. They are cool tubes, and they have a different personality than the more common 12AX7 preamp stage. The problem with having an itch for a EF86 is that, in most cases, a EF86 based amplifier is well over $1000. That is a lot of scratch just to see if the EF86 is everything you dreamed of.
With a desire to see how an EF86 would sound in a particular amp, this small add on EF86 box pictured above in the recess of a combo amplifier let me try out an EF86 and "A/B" test it against the twin triode 12AX7 pre-amp circuit already in the amplifier. This addition can be done without having to gut the circuit and punch holes in the chassis.
First, I strongly suggest reading Valve Wizard's EF86 analysis. If you don't get it, read it, then re-read it. Then read it again.
When I originally did this experiment in 2008, I built the box using the same components that Vox originally used in the original AC4, and all the reissues of AC30s like 2000 AC30/4 and the 2008-era AC15HW:
Vox got it wrong. Denney did what a lot of engineers did: followed the tube manufacturers suggestions. That should have worked! (and perhaps it was for microphones and phonographs). Of course, there are plenty of functioning EF86 based Vox amps out there, so their circuit does work. To understand why I say Vox got it wrong, I recommend reading (again) Valve Wizard's assessment of the values.
The EF86 requires 200mA filament capacity from Power Transformer (PT). If you know the specs for the transformer, this is an easy task. If you don't know the specs, you'll have to gamble. The B+ circuit needs to be able to handle the extra high voltage amperage draw as well. This is usually very small on a pre-amp tube (<2ma), but t must be considered.
See Wizard's page and find the Load represented as Rl. This is the load. The fuzzy chart below, Operating Characteristics, suggests a load of 300kΩ (it is the "right Rg1", called the "grid resistor next stage").
This should be much higher, maybe 2MΩ, which could be a 1MΩ resistor and 1MΩ pot in series, or 1.5MΩ resistor and 500KΩ pot for more attenuation.
I had this page up for five years. I got a lot of email about it, but I don't think anyone ever tried it. For this reason, I dismantled all the DIY how to stuff. Instead of a How-to page, consider this a nudge page, and a pointer to Wizard's EF86 work.
I get a lot of emails from people that want to add an EF86 stage to a old AC30CC1/CC2. These are printed circuit boards, and the adaptation is not for the faint of heart. How you install it is certainly going to be your challenge. You'll also need to decide if the power transformer has the extra capacity (see above), although it seems likely.
I've never cracked the lid on a Vox AC15CC, but here's what the schematic tells me: As a single channel amp, the easiest way to add a EF86 channel is to add a second channel. A convienent way to do this is to build it like the second channel of an 18WATT Marshall (google for schematics) where instead of grounding Capacitor C12, C12 is connected to the center lug/wiper of the EF85 channel's volume pot.
An alternative is to mix an EF86 signal with the 12AX7 signal. R10 can be make to be a mix resistor. Instead of R10 connecting to ground, it could simply connect to the center lug/wiper of an EF86 volume pot. Personally, I think the C12 route would be easiest.
B+ and circuit cground can be shared with the first preamp stage's B+ filter supply (and the ground of that filter capacitor).
Fig.6 might be a place to start. The gray area is what you'll find in the amp as is. To pick values of components, see above referenced Valve Wizard advice. I'd make R10 be 1M and P1 be 1M Audio.
You can fashion it into a nice box like I did, or you can tack it on some free real estate in your amp.