If you're really that OCD you could make your own connector in a fashion similar to some coax connectors or, as would be used in plumbing, a flare nut. You'd need a brass "coupling nut" and a brass washer to solder on one end of the coupling nut to constrict the ID. A steel coupling nut and washer would also work if you have access to a welder, or if you have a lathe and tap/die set just make it yourself.
To prevent the wire from pulling through the washer's ID just give it a large blob of solder. You could also do that in a neater fashion by drilling a blind hole of appropriate diameter into a block of aluminum, sticking the wire inside the hole, and then filling it with solder.