I have some that I got this summer, I paid 20$ for a set of 5 prong deer antlers and 4 prong moose antlers, though I'm not sure that's how you measure moose antlers, but they are a medium size or probably larger pair.  Thing is I was going to use the moose antlers for knapping boppers and the antlers for various things but my parents won't let me cut them up and I kind of agree because they are really nice, just don't have any good use for them though otherwise.  But I think I will use wood, I'll just experiment a little bit with drilled and grooved and see what to go with.  On paleoplanet.yuku paleoarts posted on this question on there and he recommended making two split pouches out of rawhide and putting them around the stone and said I'll let you figure out how... I'm not sure I get it...

  Cool!  I guess I will be using a 3 strand round braid for mine, though I was considering a 4 strand round.  I don't want it to tangle too much on me so I think I will go with something flatter like the 3 strand braids.  I just made up 3 balls with my hunting knife out of a yellow birch stave I had drying for a while, it was between that and sugar maple, but I found that the yellow birch was actually harder as it was from a young tree trunk and the sugar maple was a branch.  I'll see how it works, birch is a little prone to splitting.
I will be doing the method where you just drill a hole across the grain and knot the braid on the other side, but I will certainly be trying your method if I like how this one turns out.  I have a neat idea for a 2 weight bola, as I hear they used those as well.  I was thinking that I could use wood, (though I would love to use antler,) and carve a snakes head for one weight and a rattlesnake tail for the other, so it looks like a snake when you attach the weights to either end of the bola...cool eh?  That might be my next project.

  Bola weights are attached!  It's ready to try it, and if it all works good I will decide whether to whip it or knot and pick out a stain/varnish for the wooden balls.  I left them unsanded as I thought it would give it kind of a rustic look as that is what I was going for, I used a knife to carve them out of a birch log, so they have a neat pattern.

  I varnished my rabbit stick as it is only made of white birch and thus is hardwood but not on the upper end of hardwood and gets dug up pretty good by rocks.  The varnish gives it a bit of a shell and keeps it from getting banged up so bad.  Birch is also very porous so it should have a sealant.  I will probably stain the bola though.

You could use a knot like the monkey's fist knot to hold your weights on too, or to use instead of weights. Ever since I got the Ashley book of knots, I solve all of my problems with rope.  It makes things very simple.