Sean G asked me via PM for my method of making a thumbscrew such as those being discussed. I thought I'd put the explanation in this thread as it may be of interest to others.
WARNING - I am not a metalwork expert, this is just the method I have found works for me having made a few of these;
1. I hold a piece of brass round bar in the chuck and turn down to the required thickness for the stem of the bolt.
2. I turn a taper on the end - in the case of a lever cap screw I give it a bit of a round over with emery cloth or a file.
3. I turn a tapered groove where the stem meets the head - this is important as otherwise you get a weird off centre appearance where the thread stops.
4. I cut the thread using a die in a holder, centering this on the end of the stem with assistance from a centre in the tail stock and turning the chuck by hand
5. I knurl the head - the pressures generated by this are significant which is why I do it with the thick end of the bar in the chuck
6. I cut part way through with the parting tool at the end of the head and then do the chamfers on the edges of the head.
7. I finish the parting off and voila its finished.
The only disadvantage of this method is that due to bore through my lathe shaft being so small I have to scrap a small bit of bar each time if I start with 3/4", not the end of the world though.
Ed