As you can see at left, the shelves are very easy to make. Each one consists of a shelf that gets cut to length from a 2x10 board. You can make the shelves square, as shown, or cut a longer piece for a rectangular version.
A simple clamping block (cut to match from a 2x2 board) sits on the other side of the spindles. Bolts pass through the clamping block and into the shelf, drawing the two together to squeeze the spindle.
The secret to how it works is a small piece of hardware called a threaded insert. You just drill a hole in the shelf, and then press in the insert. It has threads on the inside that will accept a bolt. It's a simple but effective system.
To align the holes in both pieces correctly, drill the holes for the bolts in the clamping block first. Then clamp both pieces together edge to edge, and use the block as a template to make sure the holes will line up on the shelf.
Once you have your pieces completed, you can paint or stain them to achieve the look you want.