Update: I have improved the design, making it stronger and doesn't require supports to print anymore.
This is a variation of the clip for the spool holder designed by jadames. http://www.thingiverse.com/jadames/about
I was a bit paranoid about the threaded spool rod being pulled out of the holder during a print, particularly as I have printed the straight version of the spool holder without the stabilizing beam.
I also have a case for the LCD board installed which pushes the holder arms outwards slightly. This means I can't add bolts or clips on the outside of the arms to hold the rod in place.
Rather than print a whole new holder I decided to make these which hold the threaded rod firmly onto the spool holder arms. They also make adding and removing the spool a bit easier.