Photos to come sometime soon...
I got one from Regal Castings, which are very cheap little anvils made out of quite soft cucumber steel, so they take dents pretty easily but are a cheap starting point.
After applying a linisher to the top face so that it was actually flat (and no longer painted), I used a set-square to align a block of wood which I clamped in place, then I used a hacksaw to make the initial groove. You could do the same with just the hacksaw, but the set-square meant that they ended up mostly square.
Then I used a triangular rat-tail file to cut the groove into the anvil face, then a round rat-tail file to round it out. It was surprisingly quick to do (maybe 15-20 minutes per groove), probably because these anvils are so soft.
I have taken to just slightly taking the edge off the corners of the groove, otherwise they sometimes leave marks along the sides of the aglets if your hammer strikes are coming in on a bit of an angle. I think this is a likely cause of a few of the extant aglets having lines (which don't appear to be decorative) along the sides, rather than those being caused by pliers or other tools as has been sometimes thought.