The STL files can be found on Thingiverse.
These are pretty small so I printed them at .10 mm resolution. More importantly I lowered my first layer print speed to 5 mm/sec to make sure they adhered well to the bed.
Again because of the small size, sometimes the holes for the LED leads were a little blocked. These can be cleared with a small diameter straight pin.
Slide the 3 mm LED into the socked with the leads pushing through the holes. It should fit snugly with the tip of the dome protruding slightly.
Out of curiosity, are the threads strictly necessary? I would think the print time would be shorter if the diffusers were just push on. Though it certainly wouldn't be the first time I'd been fooled by how the printer actually handles the models we throw at it.