In some of the early videos, Larry had rigged the eyes so that they screwed one into another. It was a good idea, but I don't remember for sure if he made them or found the eyes. He would simply take one eye and insert it on one side and screw the second eye from the eye to the other eye.
Larry has a video posted of his advanced Mr. Wiggly, and that shows him using a tube that he inserts the eyse into. He uses a touch of CA (super glue_
) to hold them in place.
I don't know if this is what you are asking for sure, so I'll await feedback.
http://www.makelure.com/HowTos.cfm