Jim,
A self tapper is not recommended at all; the pcb is not thick enough.
Drilling a 1/8" (3.2mm) hole right in the middle of the ps pcb is pretty easy. The position is clearly indicated in the diagram supplied.
Feeding the bolt through is simple with long-nosed pliers. Using the bolt supplied, attach it to the end of the pliers, and thread it up from the capacitor side into the hole. Hold the pcb above your head so you can see the hole under strong light. Once the end peeks through, grasp it with your fingers.
The philips head bolt supplied can be easily screwed tight with flat end pliers on the copper side and a suitable screwdriver on the cap side. It's fiddly, but by no means insurmountable.
Cheers,
Hugh