steps I used to make a number of rivet sets:
1. make a punch the desired shape and size of the finished rivet head, from tool steel (drill rod / silver steel).
2. harden the punch.
3. make the die blank from tool steel also, anneal it, pre-drill the pocket slightly smaller than the desired head.
4. heat the die blank to red heat, drive the punch into it with a hammer or a press to form the recess.
5. clean up the die blank, harden and temper, polish.