Cool. I have not replaced the wires/ends on mine, but they look like they just passed the wire through that end piece and then soldered the splayed wire at the end. My guess would be that you heat the end and pull the wire out once the solder melts. I don't know about the larger screw end. I haven't looked closely at mine.
I'd be interested in seeing the process and learning which capacitors you replaced. A parts list with sources would be awesome too, if you'd care to share.
I have a SUN distributor tester I use quite often, but the smaller units have been for display only, so far. It's amazing how much stuff they crammed into those little boxes!
Tom