The original axle falls off one side of the dispenser too easily, so I remodeled it and added a flange. Due to the flange, it has to be assembled in order to go through the spool, so I threaded one end and made it two parts.
I successfully printed this in PETG (Amazon Basics) on my Prusa Mk3. The threading is snug, but functions. You may need to scale down the small piece a percent or two on the x/y (don't scale z!) to make it screw in easily, depending on how well your printer is tuned.
Update 12/25/2019 - Merry Christmas, Happy Hanukkah, Happy Festivus! - Inspired by hypnolobster's bolt-head add-on for this axle, I added something similar so that they can be printed in one piece. Since they are not a specific size, I made them 10 sides rather than 6. It's intended to be assembled by hand. I have not yet printed/tested this new model, but it should be just as good as the old one, since it's just a mod to the original.