fig is a light wood that is p*ss poor for making stuff out of. good for bbq though. if you do want to use it though you can get something decent if you dry the cut branches with the bark still on. only shave it after its driy or it will split down the middle on you.

i'd have to say the best way to make the shape with mere hand tools is to clamp it down. and use a rasp and go around, and keep looking at the end to see where you need to shave at.
if its chain an eye bolt threaded in the end works, tapering the stick makes it easier to roll across hands.
for paracord i usually melt the ends with my lighter to prevent fraying and then use a surgeons knot or the like to cinch it up real tight, then i always melt the end to the knot to make sure it will not come apart.
out of the wood you mentioned i would try the nut first, but really just cut some sticks off of everything. dry them out and see what has the best weight and splinters the least.
carry on from there.
hope this helps.
