I'm going to make a real photo tutorial on this, but here's a basic markup:
1. Take a piece of stock and turn it between centers. Put a tenon on each side for a 4 jaw chuck.
2. part down the center, stop lathe, twist halves apart.
3. Using a forstner, hole cutting bit, whatever, cut a 2" wide hole, about an inch deep.
4. Dome the hole you just drilled. Shape the outside of the body, shape the top and part off. Make the total depth 2" at the peak.
5. Reverse chuck it, I used the smaller jaws, doesn't really matter if you mar the inner walls because nobody will ever see it. Clean the top of the shaker, add chattermarks, inlays, whatever. Sand the body.
6. Mount the other blank. Drill a 1/8" hole through it, at least 2" deep. Start turning a funnel in it. Sand this pretty smoothly.
7. Remove the material outside the funnel. Make sure you keep a bit for the foot of the shaker, also make a 2" wide step that will fit snugly inside the shaker. You should make these walls somewhat thin, but there's not need to get crazy. Just make sure you get smooth sweeping walls, nicely sanded, so the salt can ride up the walls when shaken. Part off so that the distance from the part and the shoulder that stops at the foot is about 1 5/8" total. That should leave you with about 3/8" from the top of the funnel to the peak of the dome.
8. Glue them together.