Dave. My usual method as well, however I was just thinking of the weight in this case (if there is an issue) or the scale appearance (if required), not all rudders being so thin.
There are of course three rudders, so if one broke off it would not be such a calamity (less sturdy construction) 
I have found my small bandsaw very handy for cutting slots in brass rudder post rod. One hit slot where you want it and tight fit for the brass sheet. Perhaps I am not skilled enough but cutting a decent slot in the post with a junior hacksaw is a tricky thing to get right.
Ashley