Hi

For convenience, it is easier to thread all the way through. After threading "pinch" the last thread or two using a centre punch or similar. The commercial T-nuts are usually manufactured this way. T-nuts should always be used with a nut and stud not with a bolt into the t-nut. Also keep in mind the location of the T-nut. Wherever possible the T-nut should be under or as close as it can be to the item being clamped. Such positioning will minimise stress on the machine's T-slots.

Regards
Peter