If you try the soda-straw method, you might trying to cut a slit on one side. When you glue it in place, orient the slit to be at ninety degrees from the faces. This will place the tightest fit in the best possible place.
I really like Cliff’s nylon flange sleeve idea. I wonder if you could shape the base to the cone-shaped recess. Cliff: Can you post the dimensions of the little critter?
I think the heat-shrink tubing may be impractical because of its coefficient of friction.
I’m going to play around a bit with some thin aluminum stock I have.