During assembly of the cap 44 on the distal open end 50 b of the outer tubular portion 50, the piercing member 42 is retained by any suitable means, including a fixture, and the generally hemispherical distal end portion 94 is then simultaneously received in the generally cylindrical recess 74 of the cap, releasably retaining the piercing member 42 in the cap until removal of the cap by the health