I made one of these a while back as I like using 2 keys to adjust my 4 jaw, then the other day I repurposed the original ratty key for a Double Grip chuck so I needed to make another one.
They're the same as tap chucks in that the T handle can slide in the key handle, with a hard detente at both ends to stop the T handle coming out and a mild detente in the middle for centering. Inside the key handle is a little spring loaded brass piston made from 1/8in rod, with a pen spring pushing it against the T handle.
The sliding handle is really useful on a 4 jaw as I quite often have to adjust one jaw at the back of the lathe or in some funky position, and being able to slide the T handle out of the way often makes the difference to getting the piece set up.
The key end was turned down to the diagonal of the female square in the chuck, then the collet chuck stood on end in my "mill" to cut the flats. Then the hole for the T handle drilled (do this before the end hole for the brass piston) and drill reamed for the handle (didn't have a 7mm or close imperial reamer). Put it back in the lathe and drilled the hole for the piston so that the 1/8in brass rod was a sliding fit. The rest is pretty trivial.