Don't do it!
I tried, and the foaming mess got into the threaded part of the insert! Also, as the glue dries it expands and was pushing the insert out (I had to tape it all together as it dried).
For the arrow that worked after gluing, I found that after a few smacks against a hard backdrop the brittle-when-dry Gorilla Glue would fail and the insert would come out anyway. Same with JB Weld or any other brittle glue.
Best, and I mean best, hold I've gotten is from a glue stick. Screw a tip into the insert, hold the insert by the tip in a vice, heat the insert with a lighter from the bottom side until the glue stick readily melts on the insert, melt glue on liberally, push the arrow on to the insert while the glue is still hot, wipe off the excess with a paper towel and BINGO, you're set!
To remove or rotate the insert simply heat the tip again and the whole thing slides out, as one tradganger put it, "Like a greased turd".
Good luck!
Juan