Well, depending on how deep the holes in each piece are, you could get a 6x17mm strip of rigid plastic, cut it to length so it fits in both the holes when everything's assembled in helicopter mode, and then glue it permanently into one or the other side. Lego parts might be about the right size.
It'd only slide in, not click in - if you wanted click-in, click-out connectability then you could use some flexible plastic strips in the hole with slight bumps on them, and have corresponding slight notches in the strip which sticks out.
If you don't want to construct all that from scratch, you could use a plastic RJ45 plug (found on the end of dead network cables everywhere) and corresponding socket, and carve down the non-ratcheting side until it fits into 6mm. A phone plug and socket would work well, too.
Other options: almost anything from a Lego Technic set. A Bush For Cross Axle (
http://shop.lego.com/Product/Factory/PickABrick/PickABrick.aspx?cn=26) and any Cross Axle piece, or even a pair of them side by side, would provide a strongly-gripped (non-clicking) connection. You could then fill the rest of the holes in the parts with epoxy, which would hold everything in place.
