Instead of melting, you can just drill a hole smaller than the diameter of that weird imperial nut and hammer it in. I found that's working better and looking nicer.

But you still have to look out, it doesn't work for big wheels.
build a 6kg-bot with 30cm HDPE-wheels (somewhat Gabriel-Style) and had to deal with wheels falling off the nut almost every fight. But seen other bots doing well with that method, their wheels were just way smaller.
So do it for smaller wheels, and for bigger ones you'll need a hub of some sort.