
I used a coupling nut and attached this to each of the three axis assemblies.

I selected a dado over drilling through the piece because, as I was using plywood and not MDF, I couldn't get the drill bit to track perfectly straight through the center of the plywood.
Note: for the X-Axis, I just did the dado and epoxy with no 'cover' glued and pressed over the coupling nut. the epoxy just broke loose two nights ago. I will design a much more robust attachment.

Backlash: Yes, I am aware that this type of nut is not ideal and that it can fall prey to excessive backlash. As the first version of my router is my "proof of concept", and I'm not machining to the micron, I don't currently care about the tiny bit of backlash present. I must say, however, that it's not too bad. We'll see after 10,000 cycles how it looks and feels!
Awesome
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