A totally legitimate question about tailfeathers....
Im surprised the instructions do not say to glue them in. Three planes I've assembled/built had this setup, Sig Somethin' Extra ARF, GP Ultra Sport 60 kit and GP ElectroStreak ARF.
My Ultra Sport 60 had well over 400 flights on it before a servo went dead and it returned to kit form and it held up very well.
I drill the hole then take away some wood in between the hole and the inside of each elevator half so the rod actually sits inside. Use a fine grit sand paper to roughen up the rod so the glue can bond. Then I fill the holes with epoxy and hold the rod in place using some masking tape. Put the assembly on a flat surface and put a book on it to keep it flat while the epoxy cures.
Hope that helps.