Cool! Plastic thumbscrew issue resolved.
Found some old ear plugs from my rockband days.
Threading the plastic pieces.
Test fitment - perfect!
I started threading with oil, but quickly turned out that I did not need it - I tapped the clear plexi with no oil at all. I think I will try the next one with the drill press so as to make the threads perfectly vertical. The ear plug rod was cut with tin snips, not a super clean cut, but good enough for my purposes.
I will make the head portion of the thumbscrew out of two squares of plexiglas with rounded corners. If I had the stuff to do it, some plexi dowel, drilled and knurled, would be ideal.
Anyway, busy week coming up, will progress as time allows. Super happy with the threading results!