Summary

This is my attempt at a flexible coupler for joining the 5mm shaft of a stepper to a 3/8 inch leadscrew. It uses 6-32 screws for clamping. The two parts were joined with sugru. Alternatives would include oogoo, flexible hot glue, flexible epoxy or similar. Silicone caulking might work but would require a very long time to cure.

The design files are publicly available from Onshape: https://cad.onshape.com/documents/e06da76270f59cc868ce57d7/w/4e5cc8a1ff89014fd9cf74cd/e/519dcb9ad6b74ed7e0f4b833
I know the CAD files could be better--I'm just learning how to use parametric design. Nevertheless it should be easy to customize. The design includes a few alternatives. Shown are the "clamping stepper coupler" and "clamping leadscrew coupler" parts. These are the ones you would probably want to customize.

Print with high infill for strength. I recommend 80% or higher. I printed this in PETG for toughness.

Not tested with significant misalignment nor heavy load.