@sloromon:
There's no trick. It's just a box with a bolt through it. Just make a box that is open on one side (so you can insert the solder role) and has a small hole on the face (for the solder to stick through). Then stick a bolt through it to hold the role in.
I've started ordering solder in 1 pound roles which don't fit in my solder box. It's awful! I really have to get my act together and build a bigger box.