use this style with rose shoots as well, but just trim off the tiny bit of walls that has a grove in it...
or just leave it! the inner wood of rose is very soft and it will eventually rubb out ok in the long run anyway.
if this isnt good enough for ya, take a thorn and poke and pull and clean out pith... then take the thorn and use a bit of hide glue white glue what ever and just push the thorn down into the pithy section then cut the rest off.
and then carve a self nock, but i wouldnt worry about pith,as the walls on the nock are just for the folks that "need" to have the arrow "snap","stay" in place on the string.
heck with the right shooting style you only need a slight indent or a locator cut in just so the string doesnt "roll" out of the indent when shot.
lots of options my man, just try some and see what ones you like.
jamie