The Thing-O-Matic instructions suggest crushing the knob heads onto socket-head cap screws using pliers. That’s a desperation move for when you have no alternative.
Instead, if you have a drill press (and you should!), do it this way: lightly grab the cap screw threads in the chuck and squash it into the head.
The same trick works for pressing pulleys and drive splines onto motor shafts.
You shouldn’t use your drill press as a heavy-duty arbor press, but for pressing small circular things onto shafts, it’s hard to beat.