Much like the game of golf; club assembly is easy to learn, hard to master.
Sticking shafts in heads is simple. Gripping is simple. Doing it right, making correct equipment choices, building a matched set, understanding shaft theory and the debates around following slopes (or not), MOI matching vs swingweight matching, etc... that part isn't so simple.
If you're going to do it yourself, ONLY use golf club epoxy (unless, of course, you're never going to pull those shafts, or sell them to someone who might).
Also, please note that I've never met someone who didn't start down this road who could ever walk away. If you build your own wedges, it's only a matter of time before you learn that you could be playing a better shaft in your driver, or a better head, or different
irons, or that the length of your putter needs to be changed, and that
you can do it all, and save the cost of labour!
You can't say I didn't warn you. Enjoy your wedges (FWIW, wedges were how I started. GolfSmith SnakeEyes Forged - 50°, 56°, 60° on Rifle Spinner 4.5's with GripOne Design grips).