I'd be more tempted to put a threaded hole in the delrin end cap.
I've used the "Irwin 80213 Plug Tap And Drill Bit Combo" (on Amazon) to create threaded holes in syringe tanks (on the side). Syringes are definitely a softer material than the delrin caps on the J-Tank, so YMMV.
No matter what, you'll want to use a tool that will create threads vs just drilling with a regular drill bit. Threads will go a long way towards preventing leaks, if my experience with syringe tanks is relevant.