[SWO]

OK, here you go. I happen to have some .026" stainless wire for making steel leaders that I used, but anything close should work. Wind a piece of wire around a finishing nail like in the picture. Once you make enough winds, spread the coils out until you get the space between the coils that you want so at this point, you should have what looks like a spring. Cut the coil into approx. 3/8" long pieces to make the individual screw part. Make sure you leave the first two coils in each piece touching so you get a flat base to set into the weight.

The jig is just a piece of wood with holes drilled into it. The vertical rods are just pieces of straightened out paper clip. (I went high budget on this one). Place a new bullet weight over the rod like in the picture. Put a drop of your favorite epoxy in the concave part of the bullet weight. Slide the coil that you cut over the rod and into the concave base. The rod keeps the epoxy from running down into the weight and plugging up the hole.

You can always run a small drill bit through the hole to remove excess epoxy if needed. The store bought weights have a tube running through them to make feeding your line easier, but I found it to be unnecessary.