I made the characters from 3/4" wood blocks...
I'd love to see how your set came out. Would you mind posting a couple of photos?
What are people's thoughts on construction?
The first set I made I printed the tiny labels out and put them on 16mm dice (including the d8). You can see the photos for yourself. I like them and they roll very well since they're made from real dice. But it was more expensive overall. If you can find a bunch of d6's for cheap, it really isn't an issue.
I just finished making the character dice using 1-inch labels on wooden blocks and they look fantastic! I'll post images soon. The detail in the drawings really shows a lot better than the little dice. I chose to make just the characters on the 1-inch wooden blocks and keep the combat dice on real dice, since they get rolled a lot more.