Just been out to the workshop to photograph a holder and had a look at a plastic one and I see what the problem is with these and I cant see any way of using these without twisting the wire unless the hole is straight and you can turn the wire as you screw the holder together.
But if you buy a metal holder as below it is a different matter, this is the type I always use.
These come apart as can be seen in the picture below.
So you fix the nipple (1), to the top of the piece then screw the bottom part (2) onto that.
You then thread your wire through the lamp and connect it to the black bit (3) which just pushes into the previous piece (2)
The top piece (4) then fits over the black bit and the ring that is on it screws onto the bottom part.
Finally the loose ring (5) goes on to hold the lampshade on.
I hope that is clear if not let me know.
john