Ohh, I'll have to check this out, thanks! I have the exact same problem with full spools. My quick/cheap solution was to cut a piece of cardboard and tape it to the side of my spool. :-)
Quick note... have any photos of your completed/assembled project? Your description says "Insert Bowden tubing into the outer two holes of the filament holder as shown in the pictures" but there are no pictures of that. (edited)