This is an improved version of my extremely simple, yet very efficient adapter for filament spools which I made for the spool holder that came with my Anet A8. Old version, see http://www.thingiverse.com/thing:1950461. It will move very smoothly with just the M8 rod that the holder came with, no bearings necessary. This will work on any spool holer using an M8 rod. This version has an opening for 13mm M8 nuts to be press-fitted.
For this adapter, I have used all the inner spool diameters that I encountered so far, even more for this one than the previous version, so it should fit quite a few different kinds of filament spools.
Print two of these adapters, press-fit one M8 nut into each adapter and install them on the M8 rod that came with your spool holder. I recommend you add two lock nuts to one end of the rod with a little space inbetween as a guide to keep the rod from drifting towards either side (see photo).
When fitting the nuts, it might help to use an 8mm screw from the opposite side and tighten it to force the nut into the opening. Add some glue to hold it in place if it doesn´t fit tightly enough.
Update 19.4.2017: Added a larger version, also suitable for spools with large 75mm opening. That version now also has finger openings to make it easier to twist.