Been a good while since I logged in, sorry I missed all the hubbub. To answer the original question Joseph, yes you totally can! I was able to do it with two puppets, and after 3 months of shooting, they were still together and ready for more action.
Those threads you noted are actually tiny screws, I forget the exact size. But I modeled the characters to have pilot holes to anticipate for the insertion of screws for the very reason you suggest, it's hard to maintain structural integrity while still getting full advantage of ball-and-socket articulation unless you have a material as strong as metal. So I would say that these puppets are actually only 95% 3D printed.
I would love to see someone who can figure out a way to do a 100% strong 3D print in 6th scale! I've been pondering on it since I finished my movie about a year ago, but my mind has been pretty fried.
I found the balls were smooth enough, even with the resolution of the printer. I didn't have to sand them, they fit inside of the socket nicely. And the sandwich plates actually held up well, though I did notice a few fissures. The trick is just modeling them thick enough, and having additional plastic padding to support the ball pieces.
Hope this is helpful! Glad to see someone else is thinking about how much 3D printing could be revolutionizing our ideas of armatures!