Step 2: Find a guide-thing.
My first step was to find a $3ish L-bracket from Lowe's. Why? Because I knew I could fix the bracket to the underside of the Lazy Susan without interfering in its operation and the other part of the bracket would already have a hole at the right height to feed the filament! Having the guide tube be fixed to the rotating platform is essential to the proper operation of the filament guide.
My second step was to find polyvinyl tubing, just like I had seen used in countless other examples of filament guides. This stuff was $0.16 a foot, so I just bought 6' even though I ended up using only 3'.
My third step was joining the two. I realized the diameter of the tubing was smaller than the hole in the L-bracket. That's good though, it allows me to take out the tubing very easily. However, what was I going to do to fix it in place during operation but still allow disassembly? I ended up heating the tube evenly using a lighter, and then sticking a mechanical pencil tip in to flange the tube. As you can see, it ended up being a perfect fit into the countersunk hole in the L-bracket and allows me to slide the tube out without any issues.
Above I show the 4" L-bracket I got from Lowe's, as well as the 3' length of 1/4 OD polyvinyl tubing already mated. Sorry I didn't take any before photos!