Hey, thanks for the help guys, I really liked the advice so I went with the following procedure, I used the araldite epoxy glue because I already had it on hand.
1Put washers on handle and compress for a few days(pre compression).
2Remove and sand shiny side to help glue adhere (I skipped the sanding step as it seemed pointless)
3Apply release agent to handle etc so that handle can be removed if needed. (release agent was a leftover from a gunsmithing project)
4Glue both sides of first one, then one side of each additional leather piece, use araldite glue.
5Add pieces quickly and carefully
6Emplace end cap and leave for 3 days to set
7Take close to finish size using grinder or in my case a lathe.
8Sand to finish size, started with 120 grit then 180 fin 240 grit, sand both ways to remove feathers
9Use dye prep x2 coats wipe off excess
10Dye leather x2 coats wipe off excess
11Apply neatsfoot oil, liberally, two light coats should do the job. Leave to settle into leather overnight.
12Warm beeswax and handle with hair dryer and apply beeswax to seal handle.
It was probably overkill using the lathe but it worked well and helped to make it a neat job. I have no regrets using the epoxy. I had to do the job twice though, the first time I sanded with just 120 grit and after dying and oiling I could see feathers or stringy bits coming out of the handle. I redid the handle going to 240 grit and I also made sure I sanded both ways i.e reversing my direction of sanding, logically sanding one way pushes those stringy bits down, sanding the other way raises them up and removes them... I beginners mistake.
The beeswax works really well, you were correct that you do need heat to melt it once it is on the handle, the beeswax was a very nice finishing touch. The best thing is it looks and feels like leather, I am very happy with it but I think when I do my next project I won't make the handle black, I don't think black is the best colour for leather.
Here are some photos, yes I used a little too much epoxy and in one of the photos you can see the feathers that I later removed. http://s1056.photobucket.com/user/matthewdd3/library/?view=recent&page=1