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That might be the best thing to do! I'll see if we have the tool in our workshop at work, if not I'll find a shop to do it. I think @Howard is right about not wanting to remove any material from the frame in those areas but I'm hoping that even a thread for a smaller bolt, fitted in to the existing holes will be fine for the purposes of stopping a plastic mudguard rattling. It can't do any worse than the cable ties currently in use.
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The wall thickness of the tube, as @Howard states, is almost certainly too thin to tap any sort of useable thread into it. It is the reason why threaded inserts exist.
Fit threaded inserts. You're probably better off getting an LBS to do it for you, as it needs a tool that, unless you are into regular mechanic-ing, you're unlikely to have much use for. The tool in question doesn't do anything other than fit threaded inserts.