This is the twist-on connector from my ceiling-hook design (http://www.thingiverse.com/thing:267184), separated out so it can be used for other purposes.
This is quite a strong connector, with very tight tolerances. I have only used it for hanging from the ceiling, but as long as you get a tight fit and there is no significant twisting force, it could be used in other orientations as well. The hole and cavity are sized for a no. 8-12 screw, but should be OK with a no. 6 and 10 as well.
The files are toleranced for a Replicator 2 with standard PLA filament. I have only tested at medium print quality. You will have to work it a bit to get it twist all the way on, see details here: http://www.thingiverse.com/thing:267184/#instructions
Designed in Autodesk Fusion 360 (.f3d archive is included, although it is a bit of a mess...)