Moderators, please feel free to delete this if it's inappropriate, but a firearms forum I visit has a custom knife section. The following link is to a user's write-up about how he creates custom knives. Many of these steps/tricks/tips could certainly be applied to making a sgian dubh.

http://www.rimfirecentral.com/forums...d.php?t=264909

Again, if this is out of line, feel free to delete it without ill will from me.