#1 Use what's called magnet wire. it's Formvar, a varnish, insulated. The primary should be closest to the rod. The secondary on top. No insulation between windings. make the wire as close as possible. Remember,
the same direction.
There is a big difference in wire size, so a layer of fish paper might help a little bit
There is a mounting kit for the TO220 that contains a thermal washer (Silpad), a screw, a nut and a bellville washer. the washer is a critical component. it has a dome shape. A Silpad will not require thermal grease. Other washers might.
remember to remove the 2.2 ohm resistor after testing.
there is a 13 turn feedback winding. make sure the turns are equally spaced. I'd probably use the larger diameter wire.
The polarity of the windings are not marked. i think the FB winding will make a difference. have some extra 2.2 ohm resistors (metal oxide)
You might be able to use a low speed drill, but you would have to support it at both ends. e.g. a Live center in a lathe/
A 10cm long bar will break easy.
if you wound a toroid, you would use the manual winding tool which is a long piece of flat stock (10 cm or longer)that fits through the torroid and it has the wire loosely wound on it.
I remember doing 80 turns on a toroid.