My first attempt in incompetent detail:

1) Acquired materials: I bought surplus laboratory platinum thermocouple wire from ebay (10 inches of 0.003" dia wire for $1.75/inch). I bought a couple bottles of "HEET" from an autoparts store. I didn't even have an alcohol stove before I started, so I got an empty cat food can from my neighbor.

2) Make a fancee feast stove: I had a cheap hole punch laying around that you can rotate different size holes into position. I knew it wasn't the best hole punch to use, but it had a nice reach and I had it in my possession. Went to punch the first hole and it shattered.

3) Acquire new hole punch: Picked up a heavier duty hole punch at Joanne Fabrics. It is the same one that Skurka recommends on his MYOG fancee feast blog post.

4) Make a fancee feast stove attempt #2: Went pretty smoothly and heated up a pot of water pretty easily with methanol "HEET" as a fuel.

5) Make the catalytic electrode: I wrapped the wire around the shaft of a 3/32" drill bit to make a nice tight coil. I probably used about 2" of the wire.

6) Burn off the impurities: They say pretty explicitly for these lighters that you need to burn off any impurities (such as dirt or oils) that may have collected on the outside of the electrode). I fired up the alcohol stove again, picked up the platinum coil with a pair of tweezers and held it under the flame for a little while.

7) Test: When the stove burned out, I added some more methanol back in, took the coil by the tweezers, and waved it around above the methanol. I tried various locations. I tried burning off the impurities again, but nothing seem to happen. I saw no indication that the coil was getting hot much less igniting the methanol.