Cut a small section of wire, smaller than 1/16" in diameter, and insert it in the hole you just drilled at the back of the switch body.

Bend the top and bottom of this wire so it stays in the opening.

This will keep the shaft inside the body. Keep in mind that it's OK to leave the back of the switch open; the two rubber seals on the shaft are what retain the vacuum inside the switch.

An alternative would be to find a cotter pin of suitable size to fit in this hole.