I've seen transfer screw made from bolts and such, but I came across a reference to Heimann transfer screws and I think they're neat.
The transfer screws have a small hex at the base of the point.
The screws nest together inside the wrench/holder. Note that there must be a hole in the back of the transfer screws for the point of the one behind it to slide into it. The end of the wrench has a hex broached into to it. The top cap screws off.
The size of the transfer screws is stamped into the wrench/holder.
I'm not sure if this last one is shopmade or not. But, it almost looks like the end is a socket head cap screw. Would probably be easier to attach one of those to the end for the hex socket than to broach the hex in the end of the holder.