Linear space is limited, but I could use a larger shaft. How does this sound? We use your plastic nuts for the plugs, mill them flat on the sides and maybe all four sides. Put a piece of 3/8 lead screw in a lathe collet, drill and ream it to the size of the stepper shaft. Glue or set screw it solid. There would be threads almost all the way to the stepper body. It is not important that the attachment is perfectly coaxial. It can wobble around in the hole a bit and still do the job.
How much torque will it take to turn the shaft in the nut?