When making up 2.1mm power connectors, I've always found it's really hard to fit the cable into the plastic cover (even if you remember to thread it onto the cable before you get the soldering iron out!).

This part is a small case that fits over a 2.1mm power connector, but can house a really big cable (the cable in the pictures has an overal size of 4x8mm). In this example, we've soldered the cable to the tags on the connector and applied a bit of insulating tape.

This part requires a 2.1mm power connector, and two short 3mm self tapping screws (mine happen to be 3x13mm). You don't need the screw-on plastic cover that comes with the connector.

Once the part has printed, clean up all of the edges to avoid any printing artefacts such as blobbing or stringing. Ensure the lid fits snugly onto the case (it should "clip" on and hold itself quite securely, even without the screws). Drill out the two holes in the lid and the case with a 2mm drill bit.

After soldering the cable to the back of the connector, lay the cable and connector into the case. Clip on the lid and screw in the two screws, and you're done!

UPDATE November 2018: I've uploaded the design as two separate files, and also 'fixed' the source file and STLs a bit so that Cura doesn't show them in red.