Summary

The blast effect that came with the Stinger appears to have been reverse pegged (directly copied from the Scrap Iron Anti-armor drone, where it is correctly oriented when plugged in).
This part can be printed, then the two halves glued together, and then subsequently, glued into the orange end of the Stinger blast effect.

Some others have cut off the stock orange peg and reglued it to the front, but I feel that it might need some sort of internal support (i.e. something like a paperclip inside to help serve as a strong bridge between the two pieces).

Afterwards, I also milled out the smokey part of the blast effect similar to what's in the stinger missile (front larger hole is 1/4" drill bit, rear smaller hole is 3/16" bit, and the channel connecting the two is 3/32" wide). This now allows the blast effect to be pegged into the mounting holes on the Stinger and the Cobra HISS tank.

I had to also slightly bore out the rear hole in the HISS tank missiles, to fit, but it all works now. The only thing left to do is to cut off the original orange peg from the blast effect and put a little white paint to cover it up.

Cheers!

This object was made in Tinkercad.