I use Scotch Brite under the emery cloth as it takes up some of the space and provides some cushion with the emery paper. If you just use the emery paper, you have to get the size exactly right. I also use aluminum for the shaft as it holds up better. You can cut the slit with a drill and then smooth it up with a file. Don't cut/drill it all the way to the end and it will hold up better (but it does make it a little harder to thread the Scotch Brite/ emery paper) Stack them and thread them both together. If you use a reversible drill (1/2" is best), it doesn't matter which way you thread the abrasives as you can switch directions on the drill.