Hi buddy, sorry for the late response, I haven't been on since yesterday.
Do you mean that the nuts in your ball tops have a solid end and you need to drill it out?
My ball tops were hollow but I had to drill some closed ones out for someone else. A 5mm bit will be fine. It doesnt matter if you drill a few millimeters past the solid end. In fact, it may help as when I made my shafts I made the threaded section a couple of mm short as other wise the ball top would not have screwed on all the way as the LED would have bottomed out in the ball. If you are using your stock shafts they will be 1.5mm longer so by drilling a little deeper it will give you a little more clearance for the LED to sit in.
Also, as the guide says don't forget to remove the shoulder from the LED otherwise it wont fit down the thread.
I don't know how you are holding your balls (ooo-er!) but make sure you don't damage them when you clamp them. I used a V vice with some rubber to protect my balls. (

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