This isn't exactly the way I did mine but if I were to do it again, this is it.
By using a 1.25"-7 nut, you're going to be quite close to begin with and it makes the raw materials cheap and easy to obtain. I'm not certain, but I think even a brass nut would work and avoid marring the receiver (though I didn't have that issue anyway).
The key of the locking nub is the flat milled to even with the inside diameter. It's less about actually locking into the receiver and more about preventing rotation.
I'm attaching an image of the print but I can send along a DWG, PDF, or even a SLDPRT if you PM your email address. Would be interesting to 3D print one of these to see if would work....