Here's a way, as long as you have a tail post that's substantial.

Drill a 1/8" hole, maybe 1.5" deep, from the bottom into the tail post, making sure it is parallel to the rudder line.

Fill the hole with thin CA. When it sets up, drill again. more thin CA, etc. You want to harden the tail post.

Then insert a piece of 1/8" brass tube in the hole and secure it with a drop of thin CA.

Make up a 3/32" music wire tail wheel wire that will slip into the brass tube. The wheel goes on the bent up end. Put a 3/32 wheel collar to act as a stop to keep the wire from going too far into the tube. Use a 4-40 bolt, maybe an inch long, instead of the set screw, pointing toward the rear.

The wire will now fall out, unless you take a section of fuel line, put one end over the bolt, now called a tiller bar, and fasten the other end to the bottom of the rudder with a pin or a screw. Keep the tubing a bit long to give some mechanical isolation between the rudder and the tail wheel. The wheel assembly will be held in place by the tubing and you have a steerable tail wheel!