I really have never tried. I have built my own bass guitar(took forever) and am usually good at detailed assembly. I was an artist in highschool and college. I custom build golf clubs for friends and family(small side business). I just have never taken the time to do this. I am sure a club shaft gripping device would perfectly fit on an arrow shaft as well, so I have thought about it.
My wife thinks I have enough stuff going on that I may fear starting something new that will take time away from the family.