I recommend leaving the existing boot in place and using the existing boot. Gluing the boot on that console could not have been easy.
The stock knob requires the chromed plastic retainer that is also zip-tied within the boot.
You should try and sell your Zanardi knob to somebody with a stock knob and get their existing chrome retainer as part of the deal. If not, then you will also have to buy the stock boot as well and recover the stock chrome retainer.
Dali did make a billet boot retainer that was awesome as the chromed plastic one would wear and chip, causing a nasty tactile feedback loop. I do have the very last one sold after Dali was liquidated by its new owner (Not for sale).
Note: make sure you thread the zip tie "outside in" so the excess goes into the inner diameter, instead of the normal outside diameter. This is how the factory did it and if you don't do it that way then it will have a pointy tip that quickly rubs through the boot and/or just be super annoying. There is a hole inside the retainer to facilitate the "backward" zip tie and you'll have to be a little creative to get it to work with the Zanardi zip tie.
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Yes, it is normal for an aftermarket console to not have holes. It is an extremely difficult part to make and the precision screw holes are just near impossible to do without scale and a big budget. Ol' Tamoske was able to do it superbly in CF, but it turned out to be very expensive and he ended up scamming a bunch of NSXers.
I also recommend you buy up an OEM console and lid, they will be worth a small fortune when they are NLA, currently, they sell for ~$500.
What we really need is a CNC version that is now possible with all the cool scanning tools available today. That would be amazing.