This setup keeps the filament feeding off of the spool smoothly.
What you need:
1 5/16 x 5" bolt [or M8]
2 5/16 nuts [or M8]
2 22mm bearings [skateboard style]
Drill with 5/16 bit
Drill 1 hole in the metal spool holder that came with the CR-10. Bonus points for getting it right near the edge so the bolt doesn't twist. Put the bolt through and secure with a nut. Pop the bearings into the mags [they only go in one way]. Put the mags in a spool. Slide the assembly on the bolt. Pop the last nut into the tri-knob and spin on until snug [don't over tighten].
There are 3 steps on the mags for different spool inner diameters. 54.6, 53.3 and 51.6. Known brands that fit are Hatchbox, the CR-10 filament that came with the printer and Esun. Remix to fit your needs.