I am currently in the midle of installing my Veritas twin screw vise on my bench and made some square bench dogs for the front vise jaw. Making them is pretty straight forward, they are wood so they won't harm blades and the price is nice. Here is the process I used for making them.
1. Choose your blanks from some hard wood. Here I am using hard maple.
2. Cut your blanks to size. Here I am cutting the front vise face to size at the same time. Cutting them at the same time I get no tear-out on the bench dog holes.
3. Make a cross cut about 1/4 inch into the blank. Here I have made a small error as I made the cut a little too close to the top. No problem, I can fix this up later by glueing in a small piece.
4/5. Cut out the spring on the band saw.
6. Cut a 3-5 degree taper on the bottom of the blank where you will glue the spring back on.
7. Here are the two parts ready to be glued together. (I sanded off the band saw marks on the spring.)
8. The glue up.
9. The finished wooden bench dog.