I have never made them for a vice,but have repaired a number of C clamps by turning bar stock down in the lathe to fit the end of the screw. Turn the part nearest the threads down to about an 1/8 in wall around the hole. Clamp the new part, installed, to a steel plate, heat the collar red hot and peen it down so that it holds on the end of the threads. It looks like there is a slight undercut on the end for this purpose. If you are careful peening, it will swivel when you are done.