Print instructions:
1. Take STL (or generate suitable version from scad).
2. Process it with your favorite slicer (I use skeinforge).
3. Open resulting GCODE file.
4. Find where the last layer of nut chamber ends.
5. Add some fancy G-codes here. I used a couple of slow movements:

;Insert nut here
G1 X130 Y0 Z14.04 F2400
;Retract filament even more
G1 E248.442 F1000 ; USE YOUR E-value HERE! (I used last E-value - 3)
G1 X130 Y150 F2400
G1 X140 Y150 F240
G1 X140 Y140 F240
G1 X140 Y150 F240
G1 X130 Y150 F240
G1 X33.543 Y55.927 Z14.04 F2400.0
;Return additional retraction
G1 E251.442 F1000 ; USE YOUR E-value HERE! (I used last E-value)
;

It gave me enough time to insert the nut into the chamber. Plastic is hot and soft at this point, so insertion is very easy.
6. Print and watch. When printhead moves away from the part, insert your nut in the chamber.
7. Continue printing.
8. Enjoy.

I don't like the drilling idea, because it creates some PTFE dust, which can clog your nozzle - PTFE doesn't melt at ABS/PLA temperatures. So here goes my solution.
Assembly instructions:
1. Take appropriate hex wrench. I used 3mm hex wrench for my 3mm filament tube.
2. Insert it into the adapter.
3. Push wrench into the end of PTFE tube (see the picture). It should put on tightly.
4. Push the tube into adapter. Screw it into the nut. Hex wrench is very helpful here, because it has pretty tight grip and a lever, so you can turn the tube easier.
5. Pull the hex wrench out.
6. Enjoy.