Thumb screw caps are an easy way to turn a 3 mm, 4 mm, or 5 mm hex socket screw into a thumbscrew. They press fit onto the head of the screw and make the screw easy to remove by hand. They are great for adjustable or removable assemblies. Screws vary by small amounts so you may have to print your caps at anywhere from 98% -102% of the size but they should be very close as is.
I suggest you print these in multiples. Because they are small it gives each layer a chance to cool as the printer moves to the next part.
I used PLA but ABS or PETG would be even better.