The screw heads are heat-staked into the (printed ABS) head lock pieces by heating them with a soldering gun until the plastic melts enough to push them in. Don't apply too much pressure or the soldering gun tip will bend; just be patient until they get hot enough to melt the plastic and slide right in.
The rubber springs were printed in Ninjaflex at 0.25mm layer thickness and no support. The hole is undersized to grab the screw and prevent it from falling out. The rubber springs also add some stiffness to the metal springs supplied with the printer, and the metal springs help keep the marginally-successful bellows design of the rubber from buckling. They make it look nicer, too
The thumbscrews were printed in ABS and an M4 nut slides right in. Reducing the hole size and tapping the ABS itself might work OK, but the nut provides insurance.
The parts were all created in Tinkercad and can be customized if you like:
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