I've spent all morning doing the top nock for the Yew bow, it's very slim at the tip so I had to grind a new drilling tool. It's just an old wood boring bit ground down to the right shape.
The new drill is then used to drill a hole into a scrap of Oak which is used with some sandpaper in the slot to sand the tip of the bow to a nice fit, (a bit like a pencil sharpener) having first roughed it to shape with a rasp.
The nock is still dull and rough, it will be shiny black once polished. I've shaped it to echo the natural shape of the tip of the horn (the scrap just left of the nock). Some people make their nocks rather large and elaborate, reminiscent of a chess piece or some such, I prefer a smaller, more organic, practical shape. (Although to be fair there are some very elegant ones).
Horn nocks can be bought ready shaped, but that assumes a one size fits all approach which can end up just looking wrong. The second nock will be much quicker as the bottom nock is smaller and I've already made the tools.
The top nock is bigger to allow for a hole for a thin thong which can be tied to the string to retain it when unstrung.
Hopefully I'll get the bottom nock done soon and I'll post a pic of it at full draw on the tiller.