Made this to fit a bolt that I couldn't find a right size nut for, I customized it for M4 size, but it might be a bit bigger. It fit my bolt fine, but for an actual M4 it might need to be tighter.

Customized version of http://www.thingiverse.com/thing:193647

Created with Customizer! http://www.thingiverse.com/apps/customizer/run?thing_id=193647

Using the following options:

non_thread_length = 0
slot_depth = 2
nut_step_shape_degrees = 45
drive_type = socket
head_height = 5
nut_diameter = 7
slot_width = 1
nut_height = 4
head_type = hex
facets = 6
inner_diameter = 8
countersink = 2
drive_diameter = 5
thread_outer_diameter = 8
step_shape_degrees = 45
non_thread_diameter = 0
outer_diameter = 14
nut_type = wingnut
wing_ratio = .9
nut_thread_outer_diameter = 5
socket_facets = 6
texture = exclude
head_diameter = 12
socket_depth = 3.5
type = nut
resolution = 0.5
thread_length = 25
thickness = 2
thread_step = 2
nut_thread_step = .7