Another thing you can do is wrap masking tape around It to hold it in place while replacing the weight bolt.
I must aggree It's too hard to get anything to really stick to. The only hope you have besides mechanical bond, is to really rough the surface up, and the chances are still slim at best that it will hold for even a short period of time.
Getting a finish to stick is another thing, & very tough. I have done it, and can tell you that the finish will usually wipe away when you try to sand or buff. I was able to get coverage on a cue I had & it took a month of applying It, and it sanding off too easy before I finally got a basecoat to stick. In the end I got a finish on it, but over time the edges start peeling away first. Better to buff It out as already recomended. I actually prefer phenolic in place of delrin.
Delrin makes great joint caps though, because It helps keep moisture away from the joint. I have made a mandrel for applying finish to shafts, because of the fact that finish does not like to stick to It, and I don't end up glueing the shaft to a mandrel, and not able to get It loose afterwards. it has many uses, but have seen It in cues I had to refinish, so I don't use It in Mine. It is a shame, because it's a fairly nice material to work with, besides the glueing and finishing part. Good Luck, Greg