After taking the incandescent lamp socket off its base, I drilled the tapped (yeah, in plastic) 6-32 holes out to a firm press fit for the knurled 6-32 inserts, buttered the inserts with epoxy, and pressed them firmly in place:
Fast forward a day and they’re stuck in there like they were glued. You can see a bit of the epoxy around the right rim of the insert; I wiped a bit more off around the other one.
Putting The Right Amount of epoxy on the insert requires dialing back my “The bigger the blob, the better the job” enthusiasm, but wasn’t all that difficult. It’s certainly more tedious than just ramming the inserts into a printed hole and might actually produce better retention. I doubt that will make the least difference for (almost) anything I build.
On the whole, they look good…
The Smell of Molten Projects in the Morning 
What about hitting them with a soldering iron after press fitting? 250C for a few seconds might do it.
Perhaps putting a screw through the insert, down into the plastic below, to keep it aligned, then touching just the insert with the iron? Otherwise, it’d surely drift off-axis and never work quite right.
The more I use those inserts, though, the more I like ’em!
I would be tempted to glue them in using one of the Loctite style glues such as 601 or 641. They are thinner than epoxy and you will have no risk of too much glue spreading around. That said, you need to be hyper careful with not getting it into the thread.
I am also making the grand assumption that it would bond to PETG (?) but I think it likely – and the glues all have a gap fill capability although their strength is higher if the gap is smaller.
I’ve never had much success with anaerobic adhesives in anything other than snug-fit metal-to-metal joints; I’d expect the air around the plastic in a 3D printed joint would prevent a good cure.
The real solution involves conjuring a thermal insert inserter from the heap… [grin]