A really cool and worth while project!
(I'm originally a geologist and glaciologist, so I have used a bit of Ice-climbing equipment "in the good old days"

)
Not at all difficult to do, if you have a bit of skills in working wood and metal.
Make a "plug" for the shaft out of MDF board (two thin boards glued together with epoxy)
Shape, sand coat with coating epoxy (You can use west-systems 105 with 207 hardener for the whole project. sand, and polish to desired surface "shine"
You can make/shape the shaft in any fancy way you want... I've made handles for axes, by using an old very nicely shaped axe-handle as a "plug"
coat the "plug" in many layers of release wax.
Make a mould from Epoxy and fibreglass (Buy 200- 300 grams/sq metre twill weave glass fabric, it can be worked just like the CF, giving you some skill in manipulating it.
Use the "bicycle-innertube" method as shown in the build thread you linked to, a very sound method, gets rid of excess resin, without "starving" the weave
Personally I would not "roll up" all the CF in one go, I would cut it up in two layers at 45 degrees to each other, making the shaft very strong in all directions.
I would also wrap the two ends in at least one extra layer. maybe even use a layer of glass where you will have contact to the metal inserts.
The metal inserts MUST be glued in using a structural adhesive OR epoxy resin, with West-systems "High Density filler" or something similar.
Interference fits only work with metal..
Good luck!
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