I recomment starting by making the European fenials. CSUA sells a small mandrel and the little studs that fit into the "final nut". This little mandrel is only a couple of bucks, fits right into a Beall collet and makes this a simple little process.
Once I mastered this mandrel...it got me thinking about how simple custom finals would be by just changing one little thing. There are a million ways to make these, but the European start was a natural "first step" for me as I could just copy the "stock" screw.