I don't have a metal lathe or mill, or the space to add one to my tool collection. I make clips from sheet material (stainless and titanium alloy). After cutting a couple of blanks using a jeweller's saw, I decided to get a hand-held metal bandsaw (
this HarborFright Bauer model) and the
SWAG Off-road Portaband table. It made cutting out the clip blanks much easier. (I drill them first using a step-drill mounted in my drill press.)
I bought a miniature belt sander. Between that and a rotary tool with mini sanding drums and buffs I can shape, smooth and polish them.
I started putting the bend in the clips using a vise and mallet. After a while I talked with Rick Herrell and he built a jig to hold the blank, it makes it much simpler to get the bends right (as in "bends, not creases or folds").