I like the video, I did a few handles a couple of months ago and was going to point out some things you can add to the video but it seems you guys covered most everything in the rest of the thread.
I pretty much used the same technique you did to fit the handle to the head, remove material, check, remove some more material, check and so on (I used a 1" wide belt sander). After I ran my wedges I sanded mine flat on the belt sander, some people like theres to stick out but I like mine flush. I then took some 200 grit paper and hand sanded the entire handle, it really smooths it out and gives it a much nicer feel. I took an extra step and I think this is personal preference but I mixed up some 2 part epoxy and poured it over the wedges. I had some small voids that the epoxy filled. I followed up the next day with 1 more sanding to clean up the epoxy and then applied 2 coats of boiled linseed oil over a 10 minute period and let it sit over night before putting it in the tool box.
Most people advised to get a handle that isn't treated, the natural wood seems to give better grip and less chance of blisters developing. It also gives you the ability to re-oil it occasionally preventing the wood from drying and cracking.