For those interested; thought I would share how I shaped my nut slots without a set of luthiers nut files...
Wet n' dry abrasive paper (I used 220 and 400G) wrapped around wire of various diameters. Two examples shown here.
To be able to do this properly, you need to drag the back of the paper across the edge of a flat surface in 2 directions 90 degrees to each other. This makes the paper more flexible and able to form curved shapes. If you don't do this, the paper tends to shape a V instead of a O.
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