While those commercial horn nocks are shaped nicely, they are unfortunately massive. I rehab-ed a lemonwood bow a while back for a guy who had already bought the horn nocks. I rasped those beasts way down and they were still huge. It felt kind of a shame to put them on such nice skinny bow, but it's what he bought and wanted. My preference is to custom fit them from scratch. Here's a video of that build.
I glue them on with 2-part epoxy, stretching several layers of electrical tape lengthwise around them, and "tying off" with some wraps around the tape further down the limbs. The tightly stretched tape keeps them pulled tight while the glue sets.