I wouldn't go any smaller than m4, or any bigger than m6, into 10mm HDPE. My beetle, Gonzales, is put together with m4 bolts into the 10mm HDPE. The joints feel pretty strong. Do be careful to not cross-thread, though, put a bolt in an already threaded hole badly and it'll never hold a decent thread again. I only start holes with a tap, then let the bolt form its own thread into the rest of the hole. The result is satisfying enough.
For the record, it is considered fairly bad practice to thread HDPE with bolts, although in my experience it does work. Woodscrews (or any coarse threaded screw) will hold nicely in HDPE, but the strength of the join will weaken the more you take the screw in and out, like in wood.
There are push-in inserts which are rough on the outside, and are tapped to a metric thread on the inside, which are kind of a happy medium. They can be pulled out, but I don't know how easily, never used them. Another kind, which I'd expect to be pretty sturdy, is this sort of thing: http://www.ebay.co.uk/itm/M4-x-15mm-...item4175771d12 - might experiment with these sometime, I imagine they're good into thick enough material (10mm might be on the edge).
Another method is the bed-bolt style, also known as barrelnuts: http://www.finewoodworking.com/uploa...olts-01_lg.jpg - these involve some quite fine aligning, but done right they're probably the sturdiest method of attaching things to plastic. Used these for the entire construction of our featherweight, and a bit in the beetle mentioned above, and they are very strong. I don't seem to see them smaller than for m6 bolts, though. I made some m4 ones for my beetle.
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