I couldn't find a mounting solution that I liked for displaying vinyl records and their cover.  I made models for both.  Check the link below for the cover mount as well.  

This includes two files so make sure you print both for a complete set.  Threads can be hard to print with some machines.  Verify that your printer is tuned before trying this out.  Hang it with a nail, but make sure it doesn't stick out beyond the step to prevent damaging your record.