I've done some work building the hot end so i thought I would share. I don't have a lathe so I didn't fancy trying to drill out the brass nozzle myself so i bought one of the pre-made nozzles and barriers sold by reifsnyderb on ebay. I have used bare nichrome wire rather than insulated as I it was much more readily available. I have used 32 SWG nichrome bought off ebay. My thermistor is of the 100k variety and was bought from Watterott.
I measured and cut an approx 6 ohm length of the nichrome. The way i went about wrapping the nichrome onto the nozzle was to wrap the wire in the valleys of thread, then I "unscrewed" the nozzle which left me with a nice uniform spring of nichrome. I could then wrap a layer of Kapton or (Koptan - as mine is) tape around the brass to insulate it from the nichrome. I reapplied the spring of nichrome and taped it down with more Kapton. I wound a second spring of nichrome back up the nozzle over the first layer - this was a bit more rough than the first but I took care that there were no contact points between the nichrome coils. This was then sealed with yet another layer of Kapton.
The thermistor was applied with the leads well separated and the glass bead as close to the nozzle tip as I could manage. I am now a little concerned that the nichrome heating element is quite close to the thermistor as I have read that this can damage it, but I don't get that if it's rated for over 300°C how it can be. However I have a couple of spare thermistors in case I have made a mistake. The thermistor was secured in place by more Kapton.
I had a couple of goes at crimping the leads using different methods without much success, I think I really should have done this before applying to the nozzle. So my final solution was just to do the old split and twist the wires together, then added a bit additional security with heat shrink. This seems to hold the wires fairly securely.
I re-tested the resistance to make sure it was still approx 6 ohms across the nichrome.
I unscrewed the nozzle from the PTFE thermal barrier and applied PTFE tape to the thread on the brass nozzle, and screwed the nozzle back in.
I used a bit more Kapton tape to hold the wires in place and some more over the nozzle to provide some extra insulation.