Hi Phil,
Yes, I made the hex heads on the nuts and bolts. I first turn the shank of the bolt. If it's long I do sections at a time. With the shank threaded I turn the head diameter leaving about .010 extra. I then take it out of the lathe and put it in my small dividing head and put the hex on it. After that I saw the bolt off with a jeweler's saw. I have tried parting them off with a .020 cutoff tool but have lost too many to the chip pile thus the saw. I then thread them into a little arbor on the lathe and turn the head to length and polish it. It sounds like alot of work but it's not really. I usually do a dozen or so at a time. Bye the way I do part the nuts off. I put a piece of piano wire in my tailstock and insert it into the threaded hole then use my .020 cutoff tool to part them off. I then put them into an Allen set screw of the correct size and file the little burr that's left on them.
gbritnell