When I make self nocks, i find it works to adjust the final fit in the following manner....
When the nock is completely shaped but unfinished, I dip the nock into a pot of my usual varnish (Ronseal diamond hard floor varnish here in the UK). Swing the arrow by the pile/point end (outdoors!) to get rid of the excess varnish and clear the string slot in the nock. Then i hang the arrow up by the pile/point end using blutak on a wall, or a peg and a hanging line. While the arrow is hanging with the nock down, gravity will cause the varnish to form drops on each side of the nock slot. When fully dried, these drops of varnish will allow the nock to grip the string, and the coat of varnish will slightly tighten the nock on the string.
Cheers, Bob