Shouldn't be too difficult. In the crudest from, take the bar intended for the Key, diameter such that it can be filed down to the size of the square (or hexagon – see later) , and cross drill for the metal intended for the Handle.
File, ideally mill, to the size of square that fits the socket for the chuck jaw, (round the corners a little before trying in the socket). Once the business end is the required fit,,preferably drill and tap the end for the Handle, to take a securing grubscrew. Fit the handle , tighten grubscrew, and you are in business.
The nice way to do it is to mill the square, if possible.
For a chuck with hexagon sockets, find a piece of hexagon bar of the right size, or using the flats as a guide, file down each flat in turn, to fit the socket, and put the Handle on in the same way.
Two Keys can be a big help in centering the work in a four jaw.
Howard