I have two hand wheels to change. A larger diameter one for the table of my mill, to reduce the effort, and the tailstock wheel on my lathe because it does not have a handle. Neither are difficult but it is just getting round to it as both are functioning at present.
Just get one you like, in the correct diameter, but with the correct boss, or one that can be altered. I would not recommend cutting a keyway on the lathe unless you have the correct tool to use with the saddle locked (not seen the doubleboost video – he now sensibly uses broaches?). Drilled, before boring, and cleaned up later is an option.
Do get one with a loose handle – I find fixed ones are not as nice in the long run – however shiny they might be.
I intend making one handle from scratch and modifying the boss of one I already have – when I get round to it! Shaper will be used to cut the keyway as it is built for that type of job.