I print the axles with brim. After they print, I use an exacto to shave the parts that contact the car body down a little so they are as round as possible. You also need to shave the ends of the axles so that they fit in the Technic wheels. The front axle breaks about every 10 launches, so print extra, and print them at high quality. You may also need to shave the opening where the CO2 cartridge goes because it spreads just slightly on the print surface.
I use paint cans to tension the filament and to support the board (see video).
Be sure to follow good safety procedures regarding the CO2 cartridges, and the crash zone.