I had some Oak scrap and decided to make one of these walking toys. It wasn't easy, my first attempt would only walk a couple of flips, because I missed on the dimensions a bit. This effort worked ok. I used  quarter 20 set screws for the weights. I also drilled the holes for it on the lathe, instead of the way the video showed. 

 

 I've had trouble in the past displaying videos.........here goes

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Congrats Ron . Was going to try again today but just did not get to it.

It works!  Good going.

The guy in the video said that he was surprised why this thing didn't go viral and woodworkers would be selling them everywhere. After a few times and seeing how much force it took, the thrill was over. I don't think it will keep kids interested any longer than a few minutes.