I have some experience, especially with PLA, hybrid PLAs, PETG, ABS and PVA (water-soluble support filament much like glue sticks).
When 3D-printing with FDM, you should consider both the orientation of the part to print and overhangs (if you want to print without a support structure, which has many benefits).
The orientation on the build plate later defines the structural strength of the part. Since you print in horizontal layers (parallel to the build plate), parts usually have good compression strength, but are prone to de-lamination or breaking, when tension forces are applied in the normal direction of the print layers (or build plate).
Threaded cylinders or holes would thus be best to print in “horizontal” direction, meaning when the center line of cylinder is parallel or in the plane of the build plate, which in your case seems feasible.
If you want to print without supports all overhangs should be 45° (max. 60° if your printer is super well calibrated and precise) or less. If you print with supports the overhangs don’t really matter that much.
Soluble supports like PVA are nice, but time consuming and prone to produce failed prints. Printing with dual extrusion usually at least doubles the printing time and things like PVA need to soak for a long time, if you have no “professional” setup that circulates the water and heats it before it gets too cold. Otherwise you need to change the water and agitate the part every few hours for at least a day. Hydrated PVA is also a nightmare to print with. Unless you have a fresh spool or optimal storage (moisture deprived), you should consider drying the filament before printing. It absorbs moisture from the air, when not optimally stored, that evaporates inside the hotend of your printer and thus disturbs the regular flow of molten plastic.
PET bottles are not really 3D printed, but rather injection molded and then inflated to take their final shape I believe.
If you have a soldering iron, I would consider threaded metal inserts (brass or stainless steel).
They are pretty straightforward to install. You just have to plan out cylindrical holes in the 3D model about 1 mm smaller in diameter than the insert. Also don’t go crazy with the heat of the soldering iron! This is probably the best way to handle reusable connections for 3D printed parts.
When you only want to install the part and never take it apart, you could as well use screws with predefined, cylindrical holes in your model. The diameter should roughly be smaller than the screw itself (i.e. 3mm ø for M3). The screw threads into the plastic and usually is held in really well, but when you screw it in and out a couple of times the plastic gets destroyed.
Printing really small threads is not a good idea, except when you need them like in your case. I’d rather go with one of the two methods above if at all possible.