I will second what Jeff said the 2 part epoxy.
Another glue you could use is Steel Force Beyond Bond put a tiny bit on the insert and spray the accelerator into the shaft but make sure you push the insert in all the way with one quick movement otherwise the glue will dry and you wont get the insert all the way in.
I had some troubles with my CXL 250' s with the inserts coming out in 3d targets since I started using the steel force I have yet to have a insert come out.