I've read the window making book and had the pleasure of discussing the bench knife with Richard.
Take one old fashioned steel table knife, with a thin blade about 12mm wide. Grip about 20mm of it in the vice or pliers and snap it off. That's a bench knife.
To hold a bit of thin section such as a glazing bar, so you can plane it, hammer the knife into the end of the wood and the surface of the bench (or, more likely, the sticking board.)
Simple, no cost and effective. It's firmer than a nail and probably easier to remove. If you don't have any old table knives you could probably use a bit of a hacksaw blade.