Are you sure you printed the right one? I made the “z_nut_lock.stl” the first time, and I printed the “z_nut_lock_11mm_coupler.stl” the second time, and the first time it fell right out. The second time, I needed to push the coupler in with a tool (The handle of some pliers is what I used). It is a tight friction fit now. I had to remove the nut lock to replace it, which included removing those tiny nuts, but it is secure now. No tape, and it was tight even without a screw in it.
BTW, I bought my nut from the vicious store.