When trying out the different primer types, I slide the primers in the groove in the bolt. The groove is designed for this, as noted in Grouse's separate post.

You cannot put a plastic jacket in the Mountaineer bolt, or at least I could not on mine. The opening on the bolt for the primer is too small. If you want to use the plastic jackets with the Mountaineer, I suppose you could use the bolt and breechplug from Knight's Extreme or Long Range Hunter. But I don't know this for sure. The red plastic jackets are certainly easier to handle than a bare primer. But for now, I will stick with the bare primer on the Mountaineer.