In your case, deploying a hybrid environment is the only official solution to migrate mailboxes to on-premise Exchange servers.
Please note, to deploy a hybrid environment, we need to use Directory Synchronization (DirSync). With DirSync, the local AD accounts can be matched with the existing Office 365 mailboxes. The mailboxes don't need to be associated with the local AD accounts after being moved.
By the way, following Exchange server deployment assistant would be a nice approach for you. It is available from Microsoft and covers all the required steps for a flawless migration.
Moreover, when need to migrate users mailboxes, you may also consider on this automated solution (http://www.exchangemailboxmigration.com/) that could be a better alternative choice in order to accomplish migration task without having downtime or any further interruption.