The holding force can change a lot depending on what direction the force is being applied to the insert. If you are pulling and insert up out of the surface of a part, not that much. If you put the insert on the back side of a hole and pull the insert through the part it can hold a lot more.
I learned that the reason why the holding force was weak was that I was not using much infill. With 100% infill, they have a lot of strength. There is probably some in-between infill that is good.
As for the tip - I now learned that any sharp pointed tip is good. I never had a sharp pointed tip as I was using a junk soldering iron. If you buy any soldering station, it will have a sharp tapered tip that will work well.
Anyone recommend a hole size to print for these 3mm heat-set inserts?
In the TK-0 openscad files I used a 4mm diameter which when printed was a little small. I would think 4.5-5mm would work well.
Sorry to drag this out again, but… I just bought a Zebra Plate and am thinking of using these http://www.thingiverse.com/thing:640414 . I see 2 M3 inserts in the McMaster-Carr page that 1013 posted.
Is it this one? http://www.mcmaster.com/#94180a333/=120wb5q
Or this one? http://www.mcmaster.com/#94180a331/=120wbzx
Also, does anyone know someplace where I can source them in Germany (or at least in the EU), and that they don’t ask for 100 unit minimum orders?
For that particular application you want the 3.8mm thick ones (the second link)
You might Pm sebastian and see if he found a suitable source for them.
You know, I’m actually kind of suprised someone hasn’t set up a “we’ll charge you a handling fee of some sort to ship 3d printer parts you can’t otherwise get to Europe” service of some sort. I bet someone could make some serious money shipping 10 insert packs to europe for a couple dollars over base cost and shipping.
…or Lulzbot could carry all the non-printable hardware in their online store… (hint, hint) 
I have inserted them many times by screwing them onto a bolt, hold the bolt with pliers, heat the end up with a micro torch (even a lighter will work) and then push them in place, let cool and unscrew the bolt.
One small advantage to my method is that you are holding it straight and in place while it cools so you know it’s not leaning or sinking in too far. I would not want to do more than a few at a time this way but it works.
Best way to get them in Germany is eBay. Seek for “einpressmutter m3”. It took me weeks to find the German word 
We currently ship to Germany, UK, Sweden, and Denmark, and will add more as people ask.
We even have the McMaster part #'s listed for reference! https://itworks3d.com/product/metric-brass-heat-set-insert-plastics/?v=68f7689e853d
I use a cheap Radio Shack soldering iron. Just file down the tip so it just barely fits the insert.
Just a note if you are considering taking a file to your soldering iron -
The tips are composed of and coated with with different metals. I believe that the outer layer is iron.
Filing this thin layer off will ruin your iron for normal soldering.
A tip that has been filed like this will deteriorate very quickly.
This isn’t a big deal if you are dedicating your iron to this purpose, but you should otherwise treat your tips with care.
You can purchase a tip cleaner that is made from “brass wool”. This will clean the tip without damaging it.
You can also clean it with a damp sponge. Never sand, scrap, or file your tips… (c8
Best regards,
PCH