Step 1: Find a bolt
Technically, this is a hex washer head sheet metal screw, but that's just the engineer in me speaking.
Step 2: Mark the center
I used the center finding gauge from my tri-square. There are more complicated ways of drilling in the exact center of a circle but this worked for me. I used a knife to scribe a few lines through the center at varying rotations.
Step 3: Find a drill bit
Step 4: Drill into the end knob
Don't drill too deep. Mine went in about 3/8 of an inch and then brass shavings started coming out. Definitely stop when you see brass coming out.
Step 5: Test and cut to length
I cut my screw to approximately 1/4" long. I could have left it longer but I wanted to be on the safe side.
I used a jeweler's saw to cut the screw. Most people would use a dremel tool for this but I've never really liked using mine.