As a test, I knocked up a pencil holder out of some delrin and some drill rod, with a spring for applying pressure and for accounting from deviations in the surface. It worked great, but the chinese ball-screws really aren't great (noise, vibrations etc.)

Click image for larger version. 

Name:	13 resized.png 
Views:	1174 
Size:	1.27 MB 
ID:	27723

I actually sourced angular contact bearings for the BK12(?) blocks, so I might now have to sell those too.