I haven't updated the diagram, it's an old one that shows two parts to be inserted into the bearing. The newest version only has a single part It's the little round part that is in the same file as the yoke.
As for the M3 screw, you can either shim the screw you have so that it doesn't protrude out the other side or you can use a 16mm screw and use one of the yokes that has an included spacer for a 16mm screw.
I've been meaning to make an assembly video but I haven't gotten around to it.
Oh yeah, I forgot there's that little wheel hub too that fits inside the bearing to provide the support for the M3 axle.
In practical terms I found it a PITA to obtain one 16mm M3 screw. It's easier to take one of that packet of 25mm screws you bought and cut it to 16mm. Any engineer worth his salt has access to a hacksaw. 
But what if you bought a packet of 16mm screws? What then, huh, what then!? 
But yeah, it's a pain from my perspective as well, can never make everyone happy
SandervG posted a topic in Official news,
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donmilne 2
You mean what Robert calls the "yoke"? That's the U shaped piece - the bearing axle is an M3 machine screw that needs to be cut to a perfect length. You'll notice that the yoke has two holes of unequal size. The screw passes through the larger hole and screws into the smaller hole on the other side. It's just an axle so it doesn't need to be screwed down hard.
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