Bolts aren't actually that difficult. Basically, there are a few methods ways of making them:
1. Buy a punch of the appropriate size. Leather punches might work, but as I've never tried this method, I can't really say.
2. Cut up plastic rod of the appropriate diameter. Be sure to have some sort of barrier to catch the piece you cut off, otherwise you'll be loosing the bulk of what you cut. Its difficult to get the same width and angle on the cuts, but it has the advantage of being cheap. This is the only method I have tried myself.
3. A pill cutter might also work.
Inquisitor Psychologis Ruminahui