Hhhmmm... How many cores? I'd think a couple of right-diameter holes could be bored just next to one another in any convenient piece of bar stock you happened to have laying around with nothing more than a drill press. Since the holes would be separate, you'd have to move the slide a bit farther away from the wire wrap; how far depending on the distance between the holes, relative to the diameter. If you wanted a single slit, however wide it might have to be to accommodate your cores, that would require micromachining if you have to have it in metal. Unless you happen to have a mill in your back pocket (could be done on a lathe with a pot chuck, I think, as well), I'd suggest you have it made up in titanium or something else very hard, at least chrome-moly (4340, Rockwell B100 or 8620 Chrome Nickel Moly, Rockwell B201), so you don't have to pay for it more than once. Softer materials-- a 360 grade free machining brass would be easy to work but only has a Rockwell hardness of B78-- would wear over time as you pulled the wire through them. That kind of machine work is not cheap.
It would require you to change your freehand wrapping style, but a much cheaper option you could make yourself would be something along the lines of a beading loom. Google it, if you don't know what one is. For a comb you could use something like a hacksaw blade, or a fine-tooth wood blade. Invent some way to stand them up on edge, string your cores tightly between them, and wrap away.