Hi Michael,
Here's how I do the wired and cap.
The cap is turned from a piece of Delrin. I counterbore the inside out to the proper depth and cut it off. I make what's know in the wood world as a plug cutter from drill rod.
This is used to form the terminal posts on the top of the cap. The cap is now mounted in a holding device in my mill and centered. I drill through at each of the terminal locations with a 1/6th drill for brass rivets. This is followed with a #38 drill (.101) I also have another #38 drill that I have the tip ground flat to act as a counterbore to flatten the bottom of each hole.
The wire I use comes from S&S Machine Tool. They make the miniature ignition components. The wire is .099-.100 diameter so it's a nice fit in the hole.
I then use my plug cutter to form the outside of the terminals. While I'm doing this I also make a terminal post on a scrap piece of Delrin. (Explanation to follow)
I make up little brass rivets that are drilled through. This allows them to be 'riveted' in place in the cap.
I now take the extra terminal post that I machined and start forming the wire ends that go in the cap. I make up tiny brass discs about .095 diameter with a through hole that the wire will go through. I strip a small amount of wire and pass it through the disc. I then spread the wire out in a fan shape which holds the disc in place. I then touch it with a small soldering iron to solder it in place.
The wire is now inserted into the cap and a piece of shrink tubing is slid over the wire and up against the distributor terminal. This acts as a bushing so that the outer piece of shrink tubing won't have to shrink down as far. I then cut the outer piece of shrink tubing. This is long enough to go over the terminal and over the bushing piece. I then heat shrink it in place. I do this on the spare piece I made because if you try to shrink it on the cap you will start melting the adjacent terminals.
Once the shrink tubing is cool I pull it off the fixture plug and press it into the actual cap. Usually the shrink tubing has formed a nice tight fit so between the fit of the wire in the hole and the outer tubing it holds the wires in place quite securely. If one of them seems a little loose I put a very tiny dab of black silicon sealer on the outside of the terminal and slide the wire assembly down over it. Once the silicone had dried it holds the wire tight but can be pulled off if necessary.