Tom, I found two hex nuts that fit close onto the shaft. I drilled through the flat of the nuts and taped them for set screws on opposite side of each nut so I can attempt to evenly tighten the nuts just to try and keep them reasonably centered on the shaft.
I laid the assembly on the surface plate as I tightened the nuts to keep them parallel, although for my case I don't think it would really matter that the hex on one end is in the same plane as the other end.
Then I simply laid the shaft with nuts attached into the mill vise and milled one flat, then rotated to the next flat on the nut.
Jim