I had to make my own cable adjusters for an ancient Peugeot Comete bicycle I bought a while back. They're aluminium alloy of some sort, just some bits of bar stock I had knocking about.
I used the Proxxon mini-lathe and a combination of carbide tooling, a home-made corner tool, an ancient knurling tool bought at an auto jumble yonks ago, and the usual drills and what have you.
The flat was made on the Proxxon mill and the thread (M6 fine, 0.75mm pitch) cut with a tailstock die-holder.
The bike itself is strangely interesting. It's made from alloy tubes and polished alloy lugs joined together by the 'Pechiney' method - there's no brazing or welding involved. All these bikes were recalled in the States when Peugeot pulled out of that market, and they were apparently sawn up, because Peugeot worried that the frames would disintegrate and they'd be the subject of a complex law suit.
So far mine is still in one piece. A bus driver took the piss out of me this morning as I rode it to work, but I still beat him to the end of Chiswick High Road.
I did warn you this wasn't very interesting.