The removable side walls are necessary for installation and removal of the rollers. The handle shaft was peened to a rough square shape where it met the mill shaft and the hole in the shaft was made roughly square and slightly tapered. Using a drill to spin the rollers speeds the job and gives a better result. It's very difficult to get the bottom, business end of the pipe shaped to match the surface of the two rollers. If it doesn't fit well, grain will escape without being milled.
Friction alone holds the thing in place.
The resulting plastic inner tube was allowed it to extend a bit past the shaped end of the copper tube. The edge of the plastic tube was then shaped to conform to the rollers' surface by applying the tube to the rollers as they were turned thereby grinding away the plastic. This assemby the rests on the top of the roller side frames. A pin in the top the top of each of the two fixed frames marries with holes in the bottom of the assembly to ensure it's properly located. It's made from a double layer of heavy gauge aluminum foil.