The strength of the wood you're using should probably dictate how much you need to worry about pull out.
Balsa is weak so it is a big issue. Pine is a little stronger, poplar is strong, douglas fir is strong, and PVC is strong. I drill pilot holes in all of these materials before I run the eyes in, to prevent splitting.
I would run the screw eyes in and then back out again, to cut the threads into the wood, and then coat them with brush on super glue and run them back in again. To me, that stands the best chance of the super glue strengthening the wood threads.
For added strength, you could also use a fine wire, once the eyes have been run back out, to put some regular super glue all the way into the hole, so it soaks into the wood down deep, and then run them back in coated with the brush on glue.
If you are really concerned do some tests with pieces of the wood you use for building, and see how the eyes hold in it before you use them on your lures.