I made it out of aluminum but it should work out of 100% infill PLA or ABS.
You need a M20x1 screw tap.
4x KGT 10x3 FGR RH S A G Eichenberger Carry Nut
You have to grind the carry nuts 0,5 mm at the botom when the holders are screwed tight to the nuts the get the nuts in line with the outer bearing points.
It works just fine. Nearly zero backlash.
Have fun.
ballscrew_nut_holder.stl | 149.2KB |