In the past, I've had some devices which required C batteries, mostly LED lights. I'd use a large dowel rod and a screw, but with 3d printing no need to get the dowel...
Using these devices for auxiliary lighting could continue to use quite a few batteries. My lamp, for example, requires 3 C batteries, at 1.5 volts each equals 4.5 volts, or close enough to use a USB 5v power supply. Even with multiple batteries, many of these devices wire the batteries in series, so you only need to make two connections, one to the positive, and one to the negative side.
To attach the wire (to both sides, I'm using an M3 12mm screw with a nut
To replace one battery print one body and two caps (one for each end). The bottom of the body I added a removable circle to assist with bonding to the build plate.
I'd recommend printing in high-quality mode, I didn't need supports or rafts. 20% infill worked fine for me.
Please note, I don't have the wires connected to the USB power supply in these pictures, it's not useful until you wire it up.