Rolling your own is easy. especially If you already tie flys.
Like Nooksack Mac I used the stack of books method. If you do this, make sure to run the thread through a sheet of clean white paper or the ink from the book could stain the thread. I've tried the wrapping devices and have always gone back to the stack of books. Hold the blank right in me hands that way and feel I have better control.
Only need some single edge razor blades and a few brushes for applying your finish. If you make your own handle from cork rings you'll need some way to clamp them togeher while the glue sets.
Give it a try!