I have found them to be a pain in the arse but I get better with each set I've made. I do like Art suggested with the 1/2" dowel. Attach the horn to the dowel to shape it then when it is done remove it and attach to the bow tips. I used ferrel tite to attach it to the dowel and just heated it a bit to remove it.
Are the horn drilled with a tapered hole to fit the bow? If not, a 1/2" or 5/8" spade bit with the corners ground down to the point works well to drill the horn. Then I match the taper on the bit to the bow tip.
I have used both epoxy and TBIII to glue the horn nocks on. Be sure you don't put them on backwards like I did on one bow. d;^)
This is the horn nocks from the bow I donated to Huntsman Lance's reenactment group.
Pat