What's the best way to attach bolts to my denim jacket?

You could try using a permanent adhesive to stick them directly to the fabric. This site has some recommendations for gluing fabric to metal, which might help: [This to That](https://www.thistothat.com/cgi-bin/glue.cgi?lang=en&this=Fabric&that=Metal).

If you want just the heads of the bolts to show, you can cut the threads and maybe use super glue with a piece of string magnet to secure them. Just stitch them in like a button if that works for your design! Where on the jacket are you thinking of placing them?

If you're aiming for a spike look with those bolts, check out places like Harbor Freight. They have nuts and bolts sets for cheap. But for a more polished finish, Chicago screws could be an even better bet, and they're pretty affordable too!