The one point to note if you make the T-nuts is to ensure the screw won't pass right through the nut. If it does it will bear on the floor of the T-slot, putting an unfair strain of the slot flanges, and can even break them.
The commercially-made ones have the threads staked to prevent it happening.
Clive's advice to use a joining-nut improves on that by places the flanges under compression, with equal pressure from above and below, and on both flanges.
A dodge I also use, where the stock or work-piece itself allows suitable holes to do this, is to screw the metal itself down to the T-nuts (with interposed packing!).
Worth if making T-nuts, making several sets of the same profile but with differing hole sizes – say, M6, M8 & M10 or their inch equivalents, so you can match the clamps or direct screws to the work better.
The about-M10 commercial sets seem to be 3/8-in BSW. If so, as BSW fastenings are becoming rarer, save as many as you can find to extend the clamp set. I've not ascertained this but they might in fact be 3/8 UNC – both are 16 tpi, with different profiles.