On the TMBR site, Colin instructs: "Thread outer caps into halves in orientation of your choice. Thread axle into one half and seat with finger pressure. Assemble yoyo halves held by fingers tips only (leave the palm grab out of it to prevent over tightening and binding of axle). To take apart, use a US ten cent piece to loosen caps if needed. Enjoy!"
However, as I'm sure many of you have experienced, and as I was instructed on this forum, it might be necessary to take a dime and crank the caps tight. Otherwise, you might frequently end up with an expensive-hardwood-high-speed projectile!
I was able to get my TMBR (a 2015 EH) to stay together, but I have to really crank down tight. Unfortunately, this causes the wood slot to crush, widen, and deteriorate. I came up with a simple solution, that helps greatly.
Buy some cyanoacrylate in a bottle with a brush-on applicator. Hardware stores usually carry some version, and it is my favorite form of applicator for cyanoacrylate. Simply take the brush and apply a coat to the slots of both caps.
On a brand new cap, you can apply two coats. I wouldn't do more, or the dime might not fit into the slot anymore.
If the slot in the cap has already been widened, you can easily do more coats. It won't be impervious to widening or damage, but this hardens and strengthens the slot, and really does help. You can also add coats at any time you feel the need.
I imagine some people have never had any issues, but if you have, hopefully this will help!