they can be expensive. You can make them yourself with a mill. They won't be hardened unless you use material that can be hardened, but for single use you will find it works. I have a set that I made for a single use and have used it more than once.
Correct.It seems they are just a wedge with a u channel milled in to them?
I suggest not trying this. The keyless chucks I have seen have the jaws adjusting screw there, unlike Jacobs chucks.You also might be able to drill your own hole, ideally by putting the chuck into a tapered lathe spindle/adapter.