No no, it is simple: I draw 2.5mm core holes for the parts in CAD. The then printed parts come from Shapeways with core holes. At home I use a simple M3 buttonhead screw to make the thread. I just screw in the M3 screw. This way the thread gets stronger, because the plastic gets compressed and a stronger thread is formed.
My advise is to never tap a thread in plastic.