Byron Ferguson demonstrates tying on a nock in his video "Become the Arrow." I'm not sure what he uses, but I use FF string. He ties a simple overhand knot around the serving, then ties another overhand knot on the other side of the serving, and continues alternating back and forth 5-6 times. Then I believe he makes the last overhand knot into a square knot, at least that's the way I do it. Then cut the loose ends off to about 1/8" and burn them down to the knot. After doing a few of them, I got the hang of it and now just tie them on tight as I make them. I make them so the arrow nock has a little play to move up and down, probably less than 1/16". I regularly bare shaft tune all my arrows, and haven't found that I have to re-tune if I'm adding a tied-on nock below after I've already tuned with a brass nock above.