But what does it snap into? I got a similar looking bolt with spyres, but the holes are blind and there's no obvious release mechanism for any kind of "snap".
the wire clip (the snap retainer) attaches to the "little nubbin"
That seems to be applicable only if you're using the adapter for the bigger rotor, without the adapter the bolts go into blind holes in the caliper body and DJ could have just gone to his local hardware store and bought some :)
But what does it snap into? I got a similar looking bolt with spyres, but the holes are blind and there's no obvious release mechanism for any kind of "snap".