This is the gripper that fits on the end of the arm.

Drill a small hole in the gripper so a paperclip can fit through it. Once the hole is drilled and the gripper is slid onto the top of the arm, measure the length between the hole and the servo horn. This will be the length of the paperclip section needed to allow the gripper to close and open when attached to the servo horn.

Bend a section of the paperclip with needle nose pliers so it looks like this:

One end will hook into the gripper hole and the other into the servo horn. Both sides will look like this:

Note the clear rubber bands wrapped on the ends of the gripper. This is to increase the gripping ability when picking up objects. As the Thingiverse picture shows, small pieces of foam work well also.

It may take a few times to get the paperclips the right side and bent straight enough to allow a smooth movement on the arm rails.

If there is resistance between the gripper and the arm rail when sliding, smooth out the edges of the arm rail with a blade and/or sandpaper.