This is a good use for the random short pieces of filament you have left at the end of a spool because it doesn't take much filament. You can use PLA or ABS. I printed in 0.25 mm layers.
You will need 8x 6-32 x 1/2" long screws.
Just clamp the wires (any size up to about 5 mm diameter) in the two pieces, chuck one in your drill and clamp the other in a vise or clamp it to a table top, pull the wires tight and run the drill slowly, keeping tension on the wires as they twist.
https://vimeo.com/213427411
Former electrical engineer, I became a dentist in 2011. I designed and built my printer, Son of MegaMax, using surplus machine parts at the Milwaukee Makerspace.
My newest printer design, Ultra MegaMax Dominator, is a coreXY machine with a 300...