I use 5/8" wood dowels cut to proper length, which measured from the bottom (negative) end to the (positive) "nipple" end so it's flat on both ends.
I then wrapped two layers of aluminum foil end-wise about 1/2"-3/4" wide, then used electrical tape around the middle. Not sure how good it is, I don't own a multimeter, but it works ok.
This works with Elektrolumens 3AA-1D adapter. It probably would not work so well if you needed the positive "nipple". For that, haveblue's idea would be a good way to go.