Speaking with James Merritt on BRMB, Harry Styles said that the former X Factor group were "loving" being on the road.
"The crowds have been absolutely amazing," Styles said.
"We've all just been having a lot of fun in the dressing rooms, getting up to mischief. We turned to shaving each other while we've been asleep."
Zayn Malik interrupted: "I shave my nipples!"
Styles continued: "Liam was asleep and Zayn shaved a slit in his eyebrow and then Zayn was asleep and I shaved my initials into his leg hair."
Of whether they had been tempted to give each other Mohicans or dye their hair green, Liam Payne said: "We've thought about doing that to Zayn a few times, but he's not a strong sleeper."
During the interview, Styles also said that The Wanted's 'Warzone' was the song the band would most like to have for themselves.
"This is a song that I think would be great as a One Direction track," Styles said introducing the track, before calling their fellow boyband "nice guys".
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Watch The Wanted 'Warzone' music video below: