Although I've wound a number of coils in my life, doing it manually is pretty tricky. I found the best way I could do them manually was to have the spool of magnet wire on a carrier where it could unspool freely. I would then use a foot controlled slow spindle with the coil attached to wind each layer and then put the layer wrap and move on to the next layer. It's possible to do it, but as previously mentioned, I buy them whenever I can.
I did get a company commendation from my first employer right out of the service, IBM, for hand winding a IBM 2540 card reader/punch clutch coil to save a customer lots of money and a days lost processing. It looked sloppy, but it worked, and they were back up in half an hour. 
