Inspired by orcusomega's "Locking CR10/S4/S5 Bed Leveling Knob" (https://www.thingiverse.com/thing:2462249). This is a knob that you can insert an M4 lock nut into. The hole for the screw is not fully open. After printing there is a .4mm layer that you need to cut with a utility knife before use. No supports are necessary.
Quote from orcusomega's notes:
"Requires a total of 8 M4 nylon locknuts. Remove the stock leveling wheels, and use one of the locknuts to keep the screw in place on the hot bed (being the nut all the way to the top,. making the screw stay in place without the need to hold the top with a screwdriver). Then replace the springs. Insert the remaining M4 locknuts into the wheels and thread them on - wala!"