On double rods, they are welded/brazed on. On an Allparts, IIRC and they haven't changed, it is a traditional style rod where the nut comes off...like the originals. Allparts sells replacement nuts, but you could have a spoked one machined to fit I bet. I wouldn't, but that's me. Teisco used to sell guitar necks with an outer adjustment nut with a bit smaller diameter.
I have available a vintage neck from a Teisco or Tesco-like Japanese made guitar. Neck is in good condition. It has several scuffs and scratches but nothing too bad. The frets do show some wear, especially the zero fret. The neck is flat and straight and the truss rod nut ...
reverb.com
Allparts adjustment nuts are probably at a 3 degree angle to horizontal, so you'd have to take that into consideration if making one.
Stewmac sells this:
A modern approach to 'heel-adjust' necks. The spoke wheel allows you to adjust the neck while it's still bolted on.
www.stewmac.com
You may want to read this one:
Hi all I want to mod my MIJ TL62B. It has a slotted nut at the heel and it's a pain in the ass getting there. Everytime I want to adjust the truss rod, I have to take the pickguard out and then, carefully, make the adjustment with a "tool" made of an ice cream spoon. The right way would be...
www.tdpri.com
This guy used the stewmac one and made his own rod.
I've built a Doug Fir Tele in the past, and wonder how you found the routing and sanding to go. I found that there's really defined hard and soft grain, and that sanding the edges was a challenge to keep surfaces flat without developing scallops between the grains. I used straight vertical grain...
www.tdpri.com