In the good old times such feedtroughs were home made in the university workshop (e.g. by the glas blower).
Nowadays often commercial products are used because the are relative cheap. Besides specialized vacuum feed throughs, search for "hermetic seals" e.g. by LEMO (used in electron microscopes).
To reinvent the skills of making feedtroughs you can start reading books about vacuum techniques edited some decades ago, and you'll need the equipment and the materials.
The choice of the material will also depend on your needs: if the feedtroughs must be baked, different material may be needed to compensate for thermal expansion.
Some ideas:
- A very simple approach could be using some 2 components glue (may be a brand to be baked) to embed the wires.
- If you find old vacuum tubes somewhere - there are metal-glass feedtroughs with many pins (be aware of the risk of implosion!).