Often I found myself needing thumbscrews on my projects, and since M3-M8 are my most commonly used sizes i decided to make myself some, and this is my Knurled version of my standard thumbscrews.
The thumbscrews are designed for socket head screws and use a nut in the compartment on the underside to connect them securely together. Make sure to tighten them as well as possible beforehand. If you want extra strong bond between the bolt and the nut you can apply some thread locker or similar.
(I recommend to use nylock nuts)
Depending on your printer, you might need supports in the cavity that holds the nut for the normal/first version, but it has been printed fine without if you place the nut side up.
Changelog:
14.10.22 Fixed an issue with M3 No supports. thanks to @mathiasl for pointing it out :)
My collection of other tools and related items can be found here
I have also taken inspiration from JW693Ds suggestion and added a version with a punch trough layer of bridging if you have problems printing the normal one without support. That version is to be printed with the round hole facing the buildplate.
Happy Printing, and if you like it, please post a make, as that is always appreciated :D