The simplest way needs no jig at all - two nails, a bit of string and a pencil are all thats needed. Bang the nails into a board along the major axis (these are the focal points of the ellipse) Tie the sting into a loop, place over the nails and put the pencil inside the loop, pull tight to form a triangle. Now simply move the pencil keeping the sting tight. The path traced out by the pencil is an ellipse - Rob
Edit - didn't see the notes in Benchnotes