Interesting. I have a HK 635 and started having a similar issue after I bought a HD TV. Before when I had a CRT TV, I could see the OSD menu over component, but after hooking up the the new TV, I lost my OSD. My problem wasn't the DVD player, it was my Comcast DVR. When I got the new TV, I changed the settings to 1080i from 480i on the DVR menu. I did a quick test just now and set the settings back to 480i and I could see my OSD menu again. This is was done over component cables.
So, for others that may not have a composite or s-video cable laying around and have the ability to change the signal at the source, this is another solution.
