As I said, superglue (or Araldite) works surprisingly well.
For a saw horse, you could go up to M10 (I don't think you can get Tee nuts above that), or use Steve Maskery's preferred method of glueing-in ordinary nuts. Then you've got M12 or bigger!
If you don't want it to slip after adjustment, use a Nyloc nut instead with the insert inwards. I've done that too and it works well. If it's too tight you can lubricate it.
As a foot arrangement, the nut is loaded in such a way it's pushed together with the wood, but there's probably appreciable sideways force with a saw horse. I'd do M10 or M12 with Araldite-ed nuts (don't overdo the glue!). My workbench is held together with M12 and M10 bolts, and it's been fine for 28 years now!
Presumably you only need one leg done that way, for a saw horse, or do I have that wrong?
E.