You have to solve the following issues:
1) Holding the two pieces together while machining them
2) Holding the two pieces together on the axle
3) Securing the joined pieces to the axle.
For problems 1 you can use pins or soft solder, as for making split bearings.
For problems 2 and 3, you need to decide how easy you want to make it to remove the eccentric later.
Once machined, the two halves can be joined with screws as long as the heads can be countersunk sufficiently. Or you can use pins with loctite once the halves are mated around the axle.
Problem 3 can be solved with a setscrew or loctite.