Done it a few times Vic for one offs and small quantity, same with grub screws.
Turn something larger dia than head drill and tap it M6 your case.
Screw Cap Head from inside out, may have to remove, might go back in central ish.
Just drill in to the screw undersize to a depth then back in again with size required.
Turn delrin or brass as required a decent fit and push in, job done.
If it was larger dia stuff you would go about it opposite doing the insert first and boring i/d to size, maintains concentricity being in one go.