Not weird at all, Joe. It took me awhile to figure a way myself on the first one I made. What I do is make a pencil mark on the dowel indicating where the blade needs to be. Then I drill, with the tiniest drill bit I have, a series of holes as nearly connecting on the line as I can. Then, I put the new blade in a vise, with the jaws clamping the sharp end tightly, and the square base of the blade pointing upwards. I align the holes I drilled in the dowel with the base of the blade, and tap on the other side of the dowel with a hammer. Doing so seats the blade in the dowel firmly. Never had one come out yet. But, the blade could be clamped in the vise again, and removed, by prying upward between the dowel and the top of the vise jaws.
Doesn't take much longer to do it than it does to type it all out.