This is yet another customizable knob / wingnut. By default, it has a captive nut inside. Just pause your print when the nut cavity is almost finished (check in your Slicer preview the depth at which it finishes) and insert the nut. It should fit well as the filament will be soft. And then continue the print. You will get a bit of messed up filament probably, but the bolt can clean it up.
The STL files are for a 1/4" bolt and the standard size nut going with that.