This is the updated rudder sprockets that SJS uses/makes.
You will want to use a 4-40 heat set insert. These can be found in many flavors online, so long as it fits in a .15 hole you'll be good to go. I buy them from McMaster.
"Long" Inserts: 94459A270
"Short: Inserts: 94459A250
Most of these sprockets will use the short, you may be able to use the long but your mileage will vary.
Print them with no brim, no support, sprocket side down hub side up and print them basically solid.

.25 Pitch Compatible Sprockets 2.0
Collection of Sprockets for ServoCity .25 chain