I forget if it was here or one of the other Manitoba forums, but I recall a thread about this. You may want to search or dig around a bit more. Now that I think about it, I think it was Myfishfinder.com.
I haven't made any myself, but I'd like to. I seem to recall someone was doing it just using storebought leaders and trebles that would fit over the swivel end...I don't recall exactly what was used to keep the hook from sliding though.