There’s about .005" of interference between the M5 threads and the gap in the x-axis makerslides. I just used a paint stir stick to open the gap a bit when inserting the bolts (didn’t loosen or disassemble anything, just moved the carriage away). It doesn’t take much force to open the gap enough. I like the snug fit. I clamped the makerslides together firmly at each bolt when tightening the nuts. The threads of the M5 seem to cut into the makerslides a few thousandths, leaving a snug and well aligned fit.
Supporting the weight of the router while tightening the bolts does sound like a good idea.