for cordless drill motors? there normally 3/8 UNF threads I believe, so you have to buy special nuts for it. ebay normally has loads, id suggest using the reverse thread screw to lock it as well. not sure a nyloc would last long buy itself.
yet to put nuts into hdpe myself, but there seems to be a common way using heat and a drill press, the forum search bar would probably find a decent post explaining it better than I could