You can solder directly to that knurled portion that the sleeve fits over.
First though, you should pre-tin both the center pin and the knurled portion where your ground wire will be soldered.
Put the connector in a vice or similar tool to hold the connector steady and with the open portion facing up. Apply a little flux to the center pin. I use a paste flux and a toothpick, but you can use a flux pen too if you have one. Then clean the tip of your iron, prime it with a little bit of solder, then run your solder through the ass end of the connector and lay the end of the solder over the solder cup of the center pin. Then hit it with your iron for a couple of seconds. Make sure you don't leave any solder stalagmites sticking up. Then apply some more flux to the tinned center pin, clean your tip, prime it with some solder, then insert your pre-tinned lead into the ass end of the connector and lay it over the solder cup. Then hit it with your wire for a couple of seconds. You shouldn't need to use any more solder than you'd applied to the tip of your iron.
I wait until this point to tin the knurled section because I don't know exactly where the ground lead's going to end up once I get the leads fully twisted again. So figure out where that place will be and apply some flux, clean your tip, prime it with some solder, and apply it to that portion of the knurled section. You shouldn't need any more solder than what's on the tip. Wait for the knurled section to heat up enough that the solder flows down into the "valleys" of the knurl. Then apply some more flux, clean your tip, prime it with some solder, lay down your ground lead and hit it with your iron for a couple seconds. Again, you shouldn't need any more solder than is on the tip of your iron.
That's how I do it anyway.
Good luck!
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