I was hunting around for a good spindle or technique for angora, and on someone's advice tried making my own from sculpey. I measured it on a scale to make sure it was about 10 grams, and it turned out fine. I didn't do anything special, just eyeballed it to see if it was 'round', and made it fairly flat, maybe 3-4mm thick.
I poked a hole in the center with a bamboo skewer, and it fit tightly after it was cooked due to the minimal (but enough!) shrinkage on cooking.
I just used a half-hitch to keep the yarn on when spinning top whorl, though I plan to drill a hole in the top of a skewer for a paperclip-bent hook.
(posted by me on spindlers, 6/1/2001)