[BrianG]

If using a drill/allen key, you just have to find a way to capture the ends so it doesn't wiggle its way out. But a dab of some type of glue (JBWeld/Shoe Goo, Hot Glue/etc) on each side should do the trick. Just gotta remember that these shafts spin quite fast and the centrifugal force is substantial so whatever you use may be subjected to some serious forces...