It took me a while to get around to posting. Here is a picture of the points I make, and the jig for drilling a centered hole. The brass nuts are seated at the bottom of the hole and then drilled straight through the center. You still have to make sure the arrow shaft is as straight in the guide hole as possible, and if I did it again, I would seat the nuts deeper--although if you have tapered shafts, then there is a problem getting them to fit.
On the other side of the jig is the guide I use to cut a hole for the end of the self nock, so I don't have to measure every time to make consistent nocks. I just push the nock end in flush, and drill through the guide hole. Then I cut down to the hole and file until it fits my string.