Nothing fancy here... Just cold rolled mild steel round bar, drilled, threaded for 1/4 - 20, then cut with slitting saw. Holds like a dream. I was wondering how to make a tapered plug, then 'discovered' some Swagelok fittings in my junk box... The stainless ferule worked great near the head of a common 1/4 - 20 x 1 1/2" hex head bolt. The round bar is turned to fit the I.D. of the part I wanted to hold. In this case, about 9/16".
The arbor was first drilled (#6), then tapped, then opened up with a F drill to facilitate the bolt shank and thin the wall a bit. It was then cut using a slitting saw in the mill, and finished using my 4 x 6 HF horizontal bandsaw...then de-burred.