Summary

Replace your existing z motor to all thread coupler and never ever worry about this part coming loose again! I have tried several different solutions including thing 117950 by 1013 (http://www.thingiverse.com/thing:117950/#files).

Until now his motor to M6 connector was the best option.

Instructions

Hardware:
2 - M6 x 5 brass nuts (to fit the standard all thread on taz)
1 - 1.5mm set screw
1 - 1.5mm brass thermo insert

Tools:

Heat source (mini torch, soldering iron, lighter)

Remove all thread and jam the two nuts together as seen on the image "jamnuts" by rotating them in opposite directions until they are locked in place 1/8 to 1/4 inch on the rod.

Using a mini torch ($10 at home depot) or lighter heat the jam nuts until they are hot enough to set into the hex end of the printed coupler until flush.

Set the thermal insert into the side hole using a soldering iron or whatever you have.

put the assembly back in place on the Taz and push the coupler onto the z motor with the thermal insert inline with the flat side of the z motor shaft.

Screw in the set screw and you are ready.

Taz Z Motor coupler