We built some simple ones...too old paint buckets, like 3 gallons and filled with concrete and put some pipes into em. You can do the same thing with concrete, lead, whatever,..they work fine. I also sometimes use a deepfaced 100 lbs plate to really blast my fingerstrength.
Tried them a couple of times with dumbbells, had no problem. If you're referring to the back of your wrist bone rubbing against the dumbbell I used to have that problem too last year doing heavy shrugs. Increasing my grip strength and moving the positioning of my hands easily fixed it.
Agreed. If I am understanding the problem correctly, you can move your hand closer to the front of the dumbbell(the way you are facing) to solve this. Generally, heavier weights tend to sag to one side due to the mechanics of your wrist/hand.
And on a side note, I think Dumbbells are great for farmers walks. I have neither a trap bar or farmer bars but dumbbells have worked fine.