Another option for HDPE is to weld it.

No Im not going crazy, not if this is anything to go by:

http://cgi.ebay.co.uk/HDPE-Plastic-Welding-Rod-Round-3mm-Natural-or-Black_W0QQitemZ270126233351QQihZ017QQcategoryZ1177 4QQssPageNameZWDVWQQrdZ1QQcmdZViewItemhttp://cgi.ebay.co.uk/HDPE-Plastic-W...r-Black_W0QQit emZ270126233351QQihZ017QQcategoryZ11774QQssPageNam eZWDVWQQrdZ1QQcmdZViewItem

The only problem is I have no experience in welding HDPE so I dont know if the effectiveness of a joint is limited by the thickness of the HDPE being used etc. Youd also probably need one of these:

http://cgi.ebay.co.uk/LEISTER-TRIAC-S-240V-PLASTIC-WELDER_W0QQitemZ220117662998QQihZ012QQcategoryZ633 QQssPageNameZWDVWQQrdZ1QQcmdZViewItemhttp://cgi.ebay.co.uk/LEISTER-TRIAC-...Z220117662998Q QihZ012QQcategoryZ633QQssPageNameZWDVWQQrdZ1QQcmdZ ViewItem

to weld the HDPE, and that eBay item has just sold for £95, so bolts/screws are certianly the cheaper option