This is inspired by Mrclean6's makergear m2 z axis knob.
I used a long set screw (from my local ACE) in the original M2 knob's steel lock collar, the length of the set screw keeps the steel lock collar from moving inside the knob. You can just see the set screw's head in the lower left of the photo.
I used some very elegant (or inelegant, it might be argued) Open SCAD for loops to make the spirals. This means that there are about a billion spheres in the design. So the STL is huge and the Open SCAD render step is formidable.
Frankly, Open SCAD has trouble with the complexity level. I ended up rendering it to STL using a spare server -- Open SCAD took something like 26 hours and many gigs of memory, but it did render in the end, and that is the 261MB STL in the zip.
You can mess with the Open SCAD source in the attached zip, or just import the huge STL from the zip into your slicer.