Step 1: Materials and Tools
The project requires a hacksaw and sandpaper. However, a ruler, clamp, grinding wheel, leather gloves and eye protection will make the work faster and more comfortable.

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My ignorance on the subject of the perceived pleasures of heavier needles needs improving.
That said, these look very nicely made!
There is no reason this project needs to contain any hazardous materials. Knitting needles can be made from a wide variety of materials. I recently posted an Instructable that shows how the discarded branches from pruned trees (free, local, sustainable, non-toxic) could be used to make knitting needles: http://www.instructables.com/id/Street-Knitting-Needles/.
Thanks,
Jesse
http://www.sciencedaily.com/releases/2010/11/101111141849.htm
I got started on the anti-brass kick a few years ago when I was doing electrolysis of water and NaCl using brass electrodes. An orange-red precipitate formed during the process that turned out to be a form of lead (II) oxide, formed when the lead leaching from the brass reacted with the (somewhat caustic) solution.
Most brass has some lead in it currently (at least in the U.S.) - from my reading, the lead content is not limited to plumbers brass. There is some truly lead-free stuff out there, but it's more expensive.