One way to 'fix' your bad links is to make your server send a 200 code with your custom error page.
Google frowns upon it as "bad practice" and so do I. It makes bad links difficult to find using a link checker. Even if a page says "File not found", no crawling tool will understand that, will see the 200 and move on. Maybe this is why the KFC UK website has so many of them.
The way that Integrity and Scrutiny handle this is to look for specified text on the page and in the title. Obviously it can't be pre-filled with all of the possible terms which might appear on anyone's custom error page, so if you know that you use soft 404s on your site, you must give Integrity / Scrutiny a term that's likely to appear on the error page and that's unlikely to appear anywhere else. Fortunately with this site, WHOOPS! fits the bill. The switch for the soft 404 search and the list of search terms is in Preferences (above).