I can briefly tell you how I made mine:
I started with a blank of wood, I think it was near 1/2" thick, not sure exactly. I traced Grivory handles onto the wood and cut those out with the jigsaw. During cutting at that point I was just trying to get the rough shape out of the wood, so staying on the line wasn't too important, as long as it didn't cut into the shape. I found on my 2nd try it's better to leave a little "wiggle room" around the edge for sanding down later.
After the rough shape was cut I lined up the Grivory again and marked the holes. In my case, I wanted to use the same thumb screws. I drilled a very small pilot hole first with a drill press, that's probably the most exacting part. For the non-nut side I drilled the larger hole (to fit the top of the thumb screw) a little more than halfway through the wood, following the pilot hole. Then I drilled the smaller hole (to fit the screw) full through the wood. Same process for the nut side, except the larger hole may have been a different size to accommodate the nuts. For that size I found a bit that matched the edges, not the points, of the nuts.
Double check the hole alignment on the blade itself.
So now there's a rough shape with the holes drilled out. Here I marked which side was going to be facing the blade. It's important to note because in my case I was using the existing handles as a template, so I was making the opposite side (hope that makes sense).
My wood was a little too thick, so I had my belt sander clamped down to a workbench and I just laid the wood flat on there and sanded away until it was the right thickness.
Here you have the the rough shape, holes drilled and right thickness. So now I attached the wood to the existing Grivory handles using the holes drilled before and the thumb screws. Then I took that to the belt sander to get the shape matched up as close as possible to the Grivory. My belt sander wouldn't really let me get into the deep curves on the bottom of the handles, so I used my Dremel with a sanding drum to get that shape. Have to be careful with that, if you hold in one spot for a second to long you'll get either a burn mark or dent that's a pain to get out, so keep it moving back and forth.
Now you it should be pretty darn close to the right shape. I took off the Grivory handles and started attaching it to the blade and fine tuned any places that stuck out with the Dremel.
All that said, it'd be a hella lot easier if I didn't care about keeping the black finish on the blade. You could just get the rough shape cut out, attach the pieces to the blade and sand away and get a nice seamless transition from blade to wood. So if you've got a spare BK-2 laying around I'd go that route =)
I wanted a good contour like the Grivory, so I just picked the spots I wanted the indentations and held that against the front roller of the belt sander for a few seconds and then smoothed those spots out to blend in with the rest of the shape. I also rounded around the edges about this time. You should be pretty close to having the final shape now.
I used some fine woodworking chisels and files to shape the hex holes for the nuts.
Then for final sanding I got it smoothed out with a 200 grit paper. Then moved up to 400 and 600 grits to get the final look. With cocobolo you don't have to put any oil or finish on it, it's just sanding it down. Lastly I went over it with a felt drum attachment on the Dremel.