You can buy square holes in the form of a shaft with a square hole in the center from most good supply houses. I keep a few around for making tool holders up and you usually you put a set screw in it so that holds it in place. You can also lo-temp silver braze the sleeve in.:biggrin:
Also have a bunch of silver solder left over from my working days & sure am glad at the price today. You can achieve 60000 psi strength with the silver braze which is as good as 6011 welding rod